+1,414.1%
BE vs TW
+301.3%
+1,112.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -5.4% |
| 7D | +10.8% | +3.9% | +6.9% | +8.6% |
| 30D | -19.8% | +19.9% | -39.7% | -27.7% |
| 3M | -18.7% | +25.9% | -44.7% | -29.4% |
| 6M | -33.7% | +21.1% | -54.9% | -43.4% |
| YTD | +121.0% | +23.9% | +97.1% | +81.2% |
| 1Y | +85.4% | +21.2% | +64.2% | +54.7% |
| 3Y | +1,709.5% | +44.8% | +1,664.7% | +1,150.0% |
| 5Y | +462.2% | +41.4% | +420.8% | +286.0% |
| All | +1,414.1% | +301.3% | +1,112.8% | +397.3% |
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