+49.0%
CAPR vs TW
+211.2%
-162.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -12.6% | -0.5% | -12.1% | -12.5% |
| 30D | +124.4% | -0.6% | +125.0% | +124.0% |
| 3M | -66.8% | +3.4% | -70.2% | -67.5% |
| 6M | -71.8% | -18.4% | -53.3% | -69.5% |
| YTD | -70.1% | -3.9% | -66.2% | -70.1% |
| 1Y | +33.3% | -13.3% | +46.7% | +38.1% |
| 3Y | +36.7% | +20.8% | +15.9% | +24.0% |
| 5Y | +72.5% | +20.3% | +52.2% | +52.2% |
| All | +49.0% | +211.2% | -162.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling