+214.0%
ALL vs TW
+211.2%
+2.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -5.6% | -0.6% | -5.0% | -5.5% |
| 3M | +17.2% | +3.4% | +13.8% | +16.0% |
| 6M | +23.2% | -18.4% | +41.7% | +28.7% |
| YTD | +23.6% | -3.9% | +27.5% | +23.6% |
| 1Y | +29.2% | -13.3% | +42.5% | +32.3% |
| 3Y | +153.8% | +20.8% | +133.0% | +138.2% |
| 5Y | +116.1% | +20.3% | +95.8% | +99.9% |
| All | +214.0% | +211.2% | +2.7% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling