+40.5%
ALL vs TW
+20.8%
+19.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +7.5% | +6.0% | +1.6% | +6.2% |
| 30D | +19.7% | +18.6% | +1.2% | +15.6% |
| 3M | +2.9% | +26.5% | -23.6% | -1.7% |
| 6M | +23.5% | +13.1% | +10.4% | +19.5% |
| YTD | +31.1% | +18.5% | +12.6% | +23.9% |
| 1Y | +40.5% | +21.7% | +18.7% | +31.4% |
| All | +40.5% | +20.8% | +19.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling