+239.8%
CF vs TW
+291.9%
-52.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +4.8% | +3.1% | +1.6% | +4.1% |
| 30D | +9.7% | +16.7% | -7.0% | +6.1% |
| 3M | +1.2% | +25.2% | -23.9% | -3.7% |
| 6M | +7.4% | +19.5% | -12.1% | +2.9% |
| YTD | +60.5% | +21.0% | +39.5% | +52.8% |
| 1Y | +50.7% | +19.0% | +31.8% | +44.0% |
| 3Y | +64.8% | +40.7% | +24.1% | +49.3% |
| 5Y | +115.8% | +40.1% | +75.6% | +92.7% |
| All | +239.8% | +291.9% | -52.1% | +127.7% |
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