+10.2%
AGG vs TW
+209.8%
-199.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.9% |
| 30D | -1.0% | -1.7% | +0.8% | -0.9% |
| 3M | -1.3% | +1.6% | -2.9% | -1.4% |
| 6M | -2.1% | -17.7% | +15.6% | -1.6% |
| YTD | -1.2% | -4.3% | +3.1% | -1.2% |
| 1Y | -0.5% | -13.1% | +12.6% | -0.2% |
| 3Y | +12.4% | +20.3% | -7.9% | +11.3% |
| 5Y | -2.4% | +22.0% | -24.4% | -3.9% |
| All | +10.2% | +209.8% | -199.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling