+138.0%
B vs TW
+37.3%
+100.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +9.6% | +4.2% | +5.4% | +9.2% |
| 30D | +3.5% | +18.9% | -15.4% | +1.8% |
| 3M | -1.6% | +23.8% | -25.4% | -3.7% |
| 6M | -1.7% | +17.0% | -18.7% | -3.4% |
| YTD | -5.3% | +19.2% | -24.6% | -7.8% |
| 1Y | +27.2% | +20.1% | +7.1% | +23.6% |
| 3Y | +166.1% | +40.5% | +125.6% | +152.2% |
| All | +138.0% | +37.3% | +100.6% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling