+325.3%
ASX vs TW
+39.9%
+285.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | -19.9% | +4.2% | -24.2% | -19.7% |
| 30D | -30.9% | +18.9% | -49.8% | -30.5% |
| 3M | -15.1% | +23.8% | -38.9% | -14.6% |
| 6M | -6.5% | +17.0% | -23.5% | -5.5% |
| YTD | +98.4% | +19.2% | +79.2% | +98.1% |
| 1Y | +107.9% | +20.1% | +87.8% | +107.0% |
| 3Y | +325.3% | +40.5% | +284.8% | +307.4% |
| All | +325.3% | +39.9% | +285.3% | +307.4% |
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