+1,000.8%
ASX vs TW
+298.0%
+702.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | +22.1% | +3.2% | +18.9% | +21.1% |
| 30D | -23.8% | +19.7% | -43.5% | -27.8% |
| 3M | -7.6% | +26.8% | -34.5% | -14.2% |
| 6M | +6.9% | +20.9% | -13.9% | -0.9% |
| YTD | +127.7% | +22.9% | +104.8% | +108.1% |
| 1Y | +144.5% | +20.4% | +124.2% | +125.1% |
| 3Y | +377.8% | +42.9% | +334.9% | +297.7% |
| 5Y | +498.2% | +40.2% | +458.0% | +383.4% |
| All | +1,000.8% | +298.0% | +702.8% | +583.3% |
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 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