+198.7%
B vs TW
+21.9%
+176.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -1.3% |
| 7D | +2.3% | -3.5% | +5.8% | +2.4% |
| 30D | +1.4% | +0.5% | +0.8% | +1.3% |
| 3M | +12.2% | +4.9% | +7.2% | +11.6% |
| 6M | -2.1% | -17.1% | +15.0% | -0.3% |
| YTD | +2.9% | -3.9% | +6.8% | +2.5% |
| 1Y | +55.3% | -13.3% | +68.6% | +58.2% |
| 3Y | +198.7% | +20.9% | +177.8% | +213.7% |
| All | +198.7% | +21.9% | +176.8% | +213.7% |
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 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