+56.5%
APA vs TW
+221.1%
-164.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +0.5% | -2.3% | +2.9% | +1.4% |
| 30D | +23.4% | +3.9% | +19.5% | +21.5% |
| 3M | +12.7% | +5.7% | +7.0% | +9.3% |
| 6M | +39.4% | -14.5% | +53.9% | +46.9% |
| YTD | +79.0% | -0.9% | +79.8% | +76.4% |
| 1Y | +88.8% | -13.5% | +102.3% | +96.8% |
| 3Y | +6.4% | +25.0% | -18.6% | -10.0% |
| 5Y | +153.0% | +22.7% | +130.3% | +110.1% |
| All | +56.5% | +221.1% | -164.6% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling