+2.1%
AS vs TW
+20.8%
-18.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.1% |
| 7D | +13.8% | +6.0% | +7.8% | +14.0% |
| 30D | +16.7% | +18.6% | -1.9% | +17.5% |
| 3M | -11.5% | +26.5% | -38.1% | -10.5% |
| 6M | -5.5% | +13.1% | -18.6% | -6.6% |
| YTD | -14.2% | +18.5% | -32.7% | -14.7% |
| 1Y | +2.1% | +21.7% | -19.6% | +4.1% |
| All | +2.1% | +20.8% | -18.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling