+245.0%
B vs TW
+294.9%
-49.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.7% | +2.8% | -5.5% | -3.1% |
| 30D | -4.3% | +18.1% | -22.4% | -6.9% |
| 3M | -2.3% | +25.2% | -27.5% | -5.9% |
| 6M | -16.2% | +19.1% | -35.3% | -19.0% |
| YTD | -8.8% | +21.9% | -30.7% | -12.8% |
| 1Y | +11.4% | +18.9% | -7.6% | +7.0% |
| 3Y | +174.3% | +41.7% | +132.5% | +152.4% |
| 5Y | +116.2% | +40.4% | +75.8% | +94.9% |
| All | +245.0% | +294.9% | -49.9% | +163.4% |
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 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