+579.1%
AU vs TW
+19.1%
+560.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.3% | -4.5% | +0.2% | -3.9% |
| 30D | +7.3% | -2.3% | +9.6% | +7.5% |
| 3M | +26.3% | +2.6% | +23.7% | +25.5% |
| 6M | +1.8% | -17.5% | +19.3% | +4.5% |
| YTD | +26.8% | -5.3% | +32.1% | +25.7% |
| 1Y | +66.7% | -14.8% | +81.5% | +70.2% |
| 3Y | +579.1% | +18.8% | +560.2% | +613.9% |
| All | +579.1% | +19.1% | +560.0% | +613.9% |
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