+73.0%
CF vs TW
+26.0%
+47.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.3% |
| 7D | +6.0% | -2.3% | +8.3% | +6.3% |
| 30D | +14.8% | +3.9% | +10.9% | +14.2% |
| 3M | +14.1% | +5.7% | +8.4% | +13.0% |
| 6M | +28.5% | -14.5% | +43.1% | +30.2% |
| YTD | +74.9% | -0.9% | +75.8% | +75.1% |
| 1Y | +61.7% | -13.5% | +75.2% | +64.6% |
| All | +73.0% | +26.0% | +47.0% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling