+47.2%
CAPR vs TW
+20.8%
+26.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.2% | +7.7% |
| 7D | +43.2% | +6.0% | +37.2% | +38.8% |
| 30D | +14.7% | +18.6% | -3.9% | +3.5% |
| 3M | +113.9% | +26.5% | +87.4% | +80.1% |
| 6M | -73.4% | +13.1% | -86.5% | -73.2% |
| YTD | -69.1% | +18.5% | -87.6% | -74.7% |
| 1Y | +47.2% | +21.7% | +25.5% | -55.5% |
| All | +47.2% | +20.8% | +26.4% | -55.5% |
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