+120.4%
AS vs TW
+13.1%
+107.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -4.9% | -2.3% | -2.6% | -4.5% |
| 30D | -19.6% | +3.9% | -23.5% | -20.2% |
| 3M | -14.4% | +5.7% | -20.1% | -15.5% |
| 6M | -20.1% | -14.5% | -5.6% | -17.8% |
| YTD | -20.9% | -0.9% | -20.1% | -21.9% |
| 1Y | -21.9% | -13.5% | -8.4% | -19.2% |
| All | +120.4% | +13.1% | +107.3% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling