+167.9%
C vs TW
+211.4%
-43.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.1% |
| 7D | +3.2% | -3.5% | +6.6% | +4.1% |
| 30D | +1.3% | +0.5% | +0.8% | +1.1% |
| 3M | +3.1% | +4.9% | -1.8% | +0.9% |
| 6M | +29.6% | -17.1% | +46.7% | +35.4% |
| YTD | +19.0% | -3.9% | +22.8% | +18.3% |
| 1Y | +45.6% | -13.3% | +58.9% | +49.3% |
| 3Y | +269.3% | +20.9% | +248.4% | +232.3% |
| 5Y | +131.6% | +20.5% | +111.1% | +102.5% |
| All | +167.9% | +211.4% | -43.6% | +65.3% |
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