+295.3%
B vs TW
+221.1%
+74.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | +9.4% | +3.9% | +5.5% | +8.7% |
| 3M | +5.0% | +5.7% | -0.7% | +3.5% |
| 6M | -3.5% | -14.5% | +11.0% | -1.3% |
| YTD | +4.5% | -0.9% | +5.3% | +3.3% |
| 1Y | +67.8% | -13.5% | +81.3% | +70.7% |
| 3Y | +196.7% | +25.0% | +171.7% | +177.3% |
| 5Y | +151.9% | +22.7% | +129.2% | +131.0% |
| All | +295.3% | +221.1% | +74.2% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling