+28.4%
ALL vs TW
+19.0%
+9.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | -0.1% | +3.1% | -3.3% | -0.8% |
| 30D | +13.8% | +16.7% | -2.9% | +10.4% |
| 3M | -2.8% | +25.2% | -27.9% | -6.9% |
| 6M | +23.7% | +19.5% | +4.2% | +18.9% |
| YTD | +27.3% | +21.0% | +6.3% | +19.7% |
| All | +28.4% | +19.0% | +9.4% | +20.6% |
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