+365.2%
AR vs TW
+211.2%
+153.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +5.5% | -0.6% | +6.1% | +5.7% |
| 3M | +12.9% | +3.4% | +9.5% | +11.0% |
| 6M | +0.1% | -18.4% | +18.5% | +6.0% |
| YTD | +13.5% | -3.9% | +17.4% | +13.4% |
| 1Y | +21.6% | -13.3% | +34.9% | +25.5% |
| 3Y | +46.0% | +20.8% | +25.1% | +34.8% |
| 5Y | +143.7% | +20.3% | +123.5% | +120.3% |
| All | +365.2% | +211.2% | +153.9% | +209.0% |
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