+123.4%
AS vs TW
+41.4%
+82.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -4.9% | +3.9% | -8.8% | -5.5% |
| 30D | +3.9% | +19.9% | -16.0% | +0.6% |
| 3M | -9.6% | +25.9% | -35.5% | -13.2% |
| 6M | -8.7% | +21.1% | -29.8% | -12.0% |
| YTD | -19.8% | +23.9% | -43.7% | -23.9% |
| 1Y | -1.5% | +21.2% | -22.8% | -6.0% |
| All | +123.4% | +41.4% | +82.1% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling