+833.1%
AU vs TW
+206.7%
+626.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -4.3% | -4.5% | +0.2% | -3.3% |
| 30D | +7.3% | -2.3% | +9.6% | +7.8% |
| 3M | +26.3% | +2.6% | +23.7% | +24.8% |
| 6M | +1.8% | -17.5% | +19.3% | +5.4% |
| YTD | +26.8% | -5.3% | +32.1% | +26.1% |
| 1Y | +66.7% | -14.8% | +81.5% | +70.3% |
| 3Y | +579.1% | +18.8% | +560.2% | +532.3% |
| 5Y | +689.3% | +20.7% | +668.6% | +609.6% |
| All | +833.1% | +206.7% | +626.4% | +589.8% |
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 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