+1,894.2%
BE vs TW
+221.1%
+1,673.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.5% | +6.9% |
| 7D | +20.0% | -2.3% | +22.3% | +21.6% |
| 30D | +7.9% | +3.9% | +4.0% | +5.3% |
| 3M | -13.2% | +5.7% | -18.9% | -19.2% |
| 6M | +53.5% | -14.5% | +68.0% | +63.0% |
| YTD | +191.0% | -0.9% | +191.9% | +173.2% |
| 1Y | +360.5% | -13.5% | +374.0% | +373.3% |
| 3Y | +1,568.0% | +25.0% | +1,543.0% | +1,135.0% |
| 5Y | +1,055.2% | +22.7% | +1,032.5% | +752.0% |
| All | +1,894.2% | +221.1% | +1,673.1% | +649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling