+58.2%
CAPR vs TW
-15.9%
+74.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | -2.0% | -2.3% | +0.3% | -0.7% |
| 30D | +139.2% | +3.9% | +135.3% | +132.0% |
| 3M | -66.4% | +5.7% | -72.1% | -66.5% |
| 6M | -63.1% | -14.5% | -48.6% | -55.4% |
| YTD | -67.4% | -0.9% | -66.6% | -66.8% |
| 1Y | +58.2% | -13.5% | +71.8% | +27.5% |
| All | +58.2% | -15.9% | +74.1% | +27.5% |
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