+134.5%
C vs TW
+286.2%
-151.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | +4.2% | -6.6% | -3.4% |
| 30D | -6.0% | +18.9% | -24.9% | -10.3% |
| 3M | -10.5% | +23.8% | -34.3% | -15.7% |
| 6M | -5.7% | +17.0% | -22.7% | -10.4% |
| YTD | +4.1% | +19.2% | -15.1% | -2.4% |
| 1Y | +20.5% | +20.1% | +0.4% | +12.6% |
| 3Y | +208.1% | +40.5% | +167.6% | +167.6% |
| 5Y | +110.4% | +38.0% | +72.4% | +78.8% |
| All | +134.5% | +286.2% | -151.7% | +36.4% |
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