+869.8%
AU vs TW
+211.2%
+658.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +0.6% | -0.5% | +1.2% | +0.8% |
| 30D | +12.3% | -0.6% | +12.9% | +12.4% |
| 3M | +29.4% | +3.4% | +25.9% | +27.6% |
| 6M | +3.2% | -18.4% | +21.7% | +7.3% |
| YTD | +31.8% | -3.9% | +35.7% | +30.6% |
| 1Y | +83.4% | -13.3% | +96.7% | +86.6% |
| 3Y | +623.1% | +20.8% | +602.3% | +570.8% |
| 5Y | +700.5% | +20.3% | +680.2% | +621.4% |
| All | +869.8% | +211.2% | +658.6% | +614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling