+1,735.9%
BE vs TW
+20.9%
+1,715.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.0% | +12.6% | +9.6% |
| 7D | +29.8% | -3.5% | +33.2% | +29.7% |
| 30D | +26.4% | +0.5% | +25.9% | +26.3% |
| 3M | +9.3% | +4.9% | +4.4% | +7.2% |
| 6M | +105.1% | -17.1% | +122.2% | +111.5% |
| YTD | +219.0% | -3.9% | +222.9% | +216.9% |
| 1Y | +418.8% | -13.3% | +432.0% | +435.5% |
| All | +1,735.9% | +20.9% | +1,715.0% | +1,846.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling