+231.3%
CF vs TW
+287.8%
-56.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.9% | +3.4% | -4.3% | -1.6% |
| 30D | +6.9% | +15.5% | -8.5% | +3.7% |
| 3M | +4.8% | +25.1% | -20.3% | -0.3% |
| 6M | +4.7% | +18.2% | -13.5% | +0.5% |
| YTD | +56.5% | +19.7% | +36.8% | +49.3% |
| 1Y | +48.4% | +18.1% | +30.3% | +42.0% |
| 3Y | +59.1% | +40.5% | +18.6% | +44.2% |
| 5Y | +109.5% | +37.1% | +72.4% | +88.2% |
| All | +231.3% | +287.8% | -56.5% | +122.5% |
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 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