+144.3%
C vs TW
+301.3%
-157.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | +4.2% | +3.9% | +0.2% | +3.1% |
| 30D | +2.0% | +19.9% | -18.0% | -2.9% |
| 3M | -10.1% | +25.9% | -36.1% | -15.6% |
| 6M | +1.0% | +21.1% | -20.2% | -4.9% |
| YTD | +8.5% | +23.9% | -15.4% | +0.7% |
| 1Y | +25.7% | +21.2% | +4.5% | +17.4% |
| 3Y | +216.0% | +44.8% | +171.2% | +172.5% |
| 5Y | +112.3% | +41.4% | +70.9% | +79.6% |
| All | +144.3% | +301.3% | -157.1% | +40.7% |
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 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