+62.1%
CAPR vs TW
+221.1%
-159.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | -2.0% | -2.3% | +0.3% | -1.1% |
| 30D | +139.2% | +3.9% | +135.3% | +134.2% |
| 3M | -66.4% | +5.7% | -72.1% | -67.4% |
| 6M | -63.1% | -14.5% | -48.6% | -61.0% |
| YTD | -67.4% | -0.9% | -66.6% | -68.0% |
| 1Y | +58.2% | -13.5% | +71.8% | +63.5% |
| 3Y | +42.2% | +25.0% | +17.2% | +27.2% |
| 5Y | +87.3% | +22.7% | +64.6% | +63.8% |
| All | +62.1% | +221.1% | -159.0% | -5.8% |
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