+140.8%
C vs TW
+291.9%
-151.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | -0.4% | +3.1% | -3.5% | -1.2% |
| 30D | -5.2% | +16.7% | -21.9% | -9.0% |
| 3M | -9.1% | +25.2% | -34.2% | -14.5% |
| 6M | -1.6% | +19.5% | -21.0% | -7.0% |
| YTD | +6.9% | +21.0% | -14.1% | -0.1% |
| 1Y | +23.0% | +19.0% | +4.0% | +15.4% |
| 3Y | +216.1% | +40.7% | +175.5% | +174.8% |
| 5Y | +112.2% | +40.1% | +72.1% | +79.7% |
| All | +140.8% | +291.9% | -151.1% | +39.6% |
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