+270.3%
CF vs TW
+221.1%
+49.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.4% |
| 7D | +6.0% | -2.3% | +8.3% | +6.5% |
| 30D | +14.8% | +3.9% | +10.9% | +13.8% |
| 3M | +14.1% | +5.7% | +8.4% | +12.3% |
| 6M | +28.5% | -14.5% | +43.1% | +32.4% |
| YTD | +74.9% | -0.9% | +75.8% | +74.1% |
| 1Y | +61.7% | -13.5% | +75.2% | +65.7% |
| 3Y | +80.3% | +25.0% | +55.3% | +67.1% |
| 5Y | +226.0% | +22.7% | +203.3% | +198.0% |
| All | +270.3% | +221.1% | +49.2% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling