+360.3%
AR vs TW
+298.0%
+62.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +6.4% | +3.2% | +3.2% | +5.4% |
| 30D | +3.1% | +19.7% | -16.6% | -2.6% |
| 3M | +3.3% | +26.8% | -23.6% | -4.4% |
| 6M | +6.6% | +20.9% | -14.3% | -0.4% |
| YTD | +12.3% | +22.9% | -10.5% | +3.6% |
| 1Y | +12.3% | +20.4% | -8.0% | +4.3% |
| 3Y | +50.4% | +42.9% | +7.6% | +31.8% |
| 5Y | +101.0% | +40.2% | +60.8% | +73.4% |
| All | +360.3% | +298.0% | +62.3% | +182.4% |
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