+134.9%
AS vs TW
+36.0%
+98.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +6.9% | +4.2% | +2.7% | +6.2% |
| 30D | +16.0% | +18.9% | -2.9% | +12.5% |
| 3M | -12.8% | +23.8% | -36.6% | -16.1% |
| 6M | -15.4% | +17.0% | -32.4% | -18.0% |
| YTD | -15.7% | +19.2% | -35.0% | -19.5% |
| 1Y | +6.1% | +20.1% | -14.0% | +1.0% |
| All | +134.9% | +36.0% | +98.8% | +129.1% |
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 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