+1,938.6%
BE vs TW
+209.8%
+1,728.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.8% |
| 7D | +9.7% | -2.7% | +12.5% | +11.3% |
| 30D | +22.4% | -1.7% | +24.1% | +23.1% |
| 3M | +10.4% | +1.6% | +8.8% | +5.2% |
| 6M | +67.9% | -17.7% | +85.5% | +81.8% |
| YTD | +197.5% | -4.3% | +201.8% | +184.5% |
| 1Y | +310.6% | -13.1% | +323.7% | +318.2% |
| 3Y | +1,657.2% | +20.3% | +1,637.0% | +1,228.5% |
| 5Y | +1,218.2% | +22.0% | +1,196.2% | +868.3% |
| All | +1,938.6% | +209.8% | +1,728.7% | +680.5% |
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