+120.0%
ALL vs TW
+26.2%
+93.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | 0.0% | -2.3% | +2.4% | +0.5% |
| 30D | -1.5% | +3.9% | -5.4% | -2.3% |
| 3M | +23.6% | +5.7% | +17.9% | +21.9% |
| 6M | +22.3% | -14.5% | +36.9% | +26.0% |
| YTD | +26.5% | -0.9% | +27.4% | +25.6% |
| 1Y | +27.0% | -13.5% | +40.5% | +30.0% |
| 3Y | +149.6% | +25.0% | +124.6% | +136.3% |
| All | +120.0% | +26.2% | +93.7% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling