+518.1%
BE vs TW
+41.3%
+476.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.7% | +12.2% | +12.7% |
| 7D | +4.5% | +2.8% | +1.7% | +3.6% |
| 30D | -20.1% | +18.1% | -38.2% | -24.7% |
| 3M | -0.8% | +25.2% | -26.1% | -9.0% |
| 6M | -26.2% | +19.1% | -45.3% | -32.5% |
| YTD | +141.1% | +21.9% | +119.2% | +113.4% |
| 1Y | +64.8% | +18.9% | +45.9% | +48.4% |
| 3Y | +1,887.4% | +41.7% | +1,845.6% | +1,400.5% |
| 5Y | +518.1% | +40.4% | +477.7% | +346.2% |
| All | +518.1% | +41.3% | +476.8% | +346.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling