+224.6%
ALL vs TW
+294.9%
-70.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.6% | +2.8% | -5.4% | -3.2% |
| 30D | +12.7% | +18.1% | -5.3% | +8.2% |
| 3M | +0.4% | +25.2% | -24.8% | -5.0% |
| 6M | +23.8% | +19.1% | +4.7% | +18.2% |
| YTD | +27.8% | +21.9% | +5.9% | +20.6% |
| 1Y | +28.9% | +18.9% | +10.0% | +22.3% |
| 3Y | +113.9% | +41.7% | +72.1% | +93.1% |
| 5Y | +157.4% | +40.4% | +117.0% | +129.8% |
| All | +224.6% | +294.9% | -70.3% | +133.4% |
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 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