+50.7%
CF vs TW
+19.2%
+31.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +4.8% | +3.1% | +1.6% | +4.4% |
| 30D | +9.7% | +16.7% | -7.0% | +7.8% |
| 3M | +1.2% | +25.2% | -23.9% | -1.5% |
| 6M | +7.4% | +19.5% | -12.1% | +4.7% |
| YTD | +60.5% | +21.0% | +39.5% | +62.9% |
| 1Y | +50.7% | +19.0% | +31.8% | +53.4% |
| All | +50.7% | +19.2% | +31.5% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling