+368.6%
AR vs TW
+221.1%
+147.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +2.5% | -2.3% | +4.8% | +3.2% |
| 30D | +14.8% | +3.9% | +10.9% | +13.4% |
| 3M | +6.2% | +5.7% | +0.5% | +3.7% |
| 6M | +4.3% | -14.5% | +18.8% | +8.8% |
| YTD | +14.4% | -0.9% | +15.2% | +13.2% |
| 1Y | +21.3% | -13.5% | +34.8% | +25.5% |
| 3Y | +39.8% | +25.0% | +14.8% | +27.7% |
| 5Y | +142.1% | +22.7% | +119.4% | +117.5% |
| All | +368.6% | +221.1% | +147.5% | +208.3% |
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 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