+47.2%
AR vs TW
+44.1%
+3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +7.4% | +3.9% | +3.5% | +6.4% |
| 30D | +5.8% | +19.9% | -14.2% | +1.0% |
| 3M | +5.2% | +25.9% | -20.7% | -1.0% |
| 6M | +5.4% | +21.1% | -15.7% | -0.1% |
| YTD | +12.4% | +23.9% | -11.5% | +5.1% |
| 1Y | +12.8% | +21.2% | -8.4% | +6.3% |
| 3Y | +47.2% | +44.8% | +2.4% | +55.3% |
| All | +47.2% | +44.1% | +3.1% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling