+86.0%
CAPR vs TW
+22.4%
+63.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.2% |
| 7D | -9.5% | -3.5% | -6.0% | -8.0% |
| 30D | +121.5% | +0.5% | +121.0% | +119.8% |
| 3M | -65.4% | +4.9% | -70.3% | -66.3% |
| 6M | -67.5% | -17.1% | -50.4% | -64.6% |
| YTD | -68.6% | -3.9% | -64.8% | -68.6% |
| 1Y | +42.7% | -13.3% | +55.9% | +48.4% |
| 3Y | +43.4% | +20.9% | +22.4% | +32.2% |
| 5Y | +86.0% | +20.5% | +65.5% | +66.1% |
| All | +86.0% | +22.4% | +63.6% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling