+231.6%
CF vs TW
+286.2%
-54.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.2% | +4.2% | -7.4% | -4.0% |
| 30D | +4.3% | +18.9% | -14.6% | +0.5% |
| 3M | +2.8% | +23.8% | -21.0% | -2.0% |
| 6M | +0.6% | +17.0% | -16.4% | -3.2% |
| YTD | +56.6% | +19.2% | +37.4% | +49.6% |
| 1Y | +49.6% | +20.1% | +29.5% | +42.6% |
| 3Y | +61.5% | +40.5% | +21.0% | +46.3% |
| 5Y | +124.0% | +38.0% | +85.9% | +100.7% |
| All | +231.6% | +286.2% | -54.6% | +122.9% |
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