-0.8%
BE vs TW
+26.8%
-27.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.7% | +12.2% | +13.7% |
| 7D | +4.5% | +2.8% | +1.7% | +7.6% |
| 30D | -20.1% | +18.1% | -38.2% | -6.3% |
| 3M | -0.8% | +25.2% | -26.1% | +24.2% |
| All | -0.8% | +26.8% | -27.6% | +24.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling