+166.1%
B vs TW
+39.9%
+126.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +9.6% | +4.2% | +5.4% | +9.5% |
| 30D | +3.5% | +18.9% | -15.4% | +3.1% |
| 3M | -1.6% | +23.8% | -25.4% | -2.1% |
| 6M | -1.7% | +17.0% | -18.7% | -1.8% |
| YTD | -5.3% | +19.2% | -24.6% | -6.2% |
| 1Y | +27.2% | +20.1% | +7.1% | +25.8% |
| 3Y | +166.1% | +40.5% | +125.6% | +170.9% |
| All | +166.1% | +39.9% | +126.2% | +170.9% |
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