+293.8%
B vs TW
+211.2%
+82.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.0% | -0.5% | +1.6% | +1.1% |
| 30D | +9.5% | -0.6% | +10.1% | +9.5% |
| 3M | +14.3% | +3.4% | +10.9% | +13.1% |
| 6M | -1.9% | -18.4% | +16.6% | +1.2% |
| YTD | +4.1% | -3.9% | +8.0% | +3.5% |
| 1Y | +56.1% | -13.3% | +69.4% | +58.5% |
| 3Y | +202.0% | +20.8% | +181.2% | +183.9% |
| 5Y | +158.8% | +20.3% | +138.5% | +137.9% |
| All | +293.8% | +211.2% | +82.6% | +212.7% |
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 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