+144.3%
AR vs TW
+22.4%
+121.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | 0.0% |
| 7D | -1.8% | -3.5% | +1.6% | -0.9% |
| 30D | +12.6% | +0.5% | +12.1% | +12.4% |
| 3M | +10.0% | +4.9% | +5.1% | +7.9% |
| 6M | +0.6% | -17.1% | +17.7% | +5.5% |
| YTD | +13.4% | -3.9% | +17.3% | +13.3% |
| 1Y | +21.7% | -13.3% | +35.0% | +25.5% |
| 3Y | +45.8% | +20.9% | +24.9% | +38.6% |
| 5Y | +144.3% | +20.5% | +123.7% | +128.8% |
| All | +144.3% | +22.4% | +121.8% | +128.8% |
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