+206.3%
CB vs TW
+298.0%
-91.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | 0.0% | +3.2% | -3.2% | -0.7% |
| 30D | +7.4% | +19.7% | -12.3% | +3.0% |
| 3M | +8.6% | +26.8% | -18.2% | +2.7% |
| 6M | +16.1% | +20.9% | -4.7% | +10.7% |
| YTD | +20.2% | +22.9% | -2.7% | +13.6% |
| 1Y | +27.2% | +20.4% | +6.8% | +20.8% |
| 3Y | +72.7% | +42.9% | +29.8% | +55.6% |
| 5Y | +105.9% | +40.2% | +65.7% | +83.7% |
| All | +206.3% | +298.0% | -91.7% | +109.0% |
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