+169.8%
C vs TW
+221.1%
-51.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +3.6% | -2.3% | +6.0% | +4.3% |
| 30D | +0.1% | +3.9% | -3.9% | -1.0% |
| 3M | +2.4% | +5.7% | -3.3% | 0.0% |
| 6M | +24.9% | -14.5% | +39.5% | +29.4% |
| YTD | +19.8% | -0.9% | +20.7% | +18.2% |
| 1Y | +44.9% | -13.5% | +58.4% | +48.9% |
| 3Y | +263.0% | +25.0% | +238.0% | +223.7% |
| 5Y | +129.5% | +22.7% | +106.8% | +100.0% |
| All | +169.8% | +221.1% | -51.3% | +65.2% |
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