+137.8%
AS vs TW
+38.0%
+99.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +4.5% | +3.1% | +1.4% | +3.9% |
| 30D | +13.2% | +16.7% | -3.5% | +10.2% |
| 3M | -11.9% | +25.2% | -37.1% | -15.3% |
| 6M | -11.6% | +19.5% | -31.0% | -14.6% |
| YTD | -14.7% | +21.0% | -35.7% | -18.7% |
| 1Y | +5.7% | +19.0% | -13.3% | +1.2% |
| All | +137.8% | +38.0% | +99.7% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling