+44.6%
C vs TW
-13.2%
+57.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +2.6% | -0.5% | +3.1% | +2.5% |
| 30D | +1.9% | -0.6% | +2.5% | +1.9% |
| 3M | +2.8% | +3.4% | -0.6% | +3.1% |
| 6M | +30.6% | -18.4% | +49.0% | +33.0% |
| YTD | +19.9% | -3.9% | +23.8% | +20.2% |
| 1Y | +44.6% | -13.3% | +57.9% | +46.5% |
| All | +44.6% | -13.2% | +57.8% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling