+3.0%
AS vs TW
+19.9%
-16.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.4% |
| 7D | -3.0% | +2.8% | -5.9% | -3.0% |
| 30D | +9.6% | +18.1% | -8.5% | +10.0% |
| 3M | -8.2% | +25.2% | -33.4% | -7.5% |
| 6M | -9.9% | +19.1% | -29.0% | -10.8% |
| YTD | -16.8% | +21.9% | -38.7% | -17.3% |
| 1Y | +3.0% | +18.9% | -15.9% | +2.0% |
| All | +3.0% | +19.9% | -16.9% | +2.0% |
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