-6.5%
ASX vs TW
+16.2%
-22.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.5% |
| 7D | -19.9% | +4.2% | -24.2% | -16.8% |
| 30D | -30.9% | +18.9% | -49.8% | -19.6% |
| 3M | -15.1% | +23.8% | -38.9% | +2.4% |
| 6M | -6.5% | +17.0% | -23.5% | -0.8% |
| All | -6.5% | +16.2% | -22.7% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling