+157.6%
ALL vs TW
+39.0%
+118.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | -0.1% | +3.1% | -3.3% | -0.8% |
| 30D | +13.8% | +16.7% | -2.9% | +9.9% |
| 3M | -2.8% | +25.2% | -27.9% | -7.6% |
| 6M | +23.7% | +19.5% | +4.2% | +18.5% |
| YTD | +27.3% | +21.0% | +6.3% | +20.8% |
| 1Y | +30.5% | +19.0% | +11.6% | +24.3% |
| 3Y | +113.0% | +40.7% | +72.3% | +95.8% |
| 5Y | +157.6% | +40.1% | +117.4% | +131.4% |
| All | +157.6% | +39.0% | +118.5% | +131.4% |
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