+175.1%
CFG vs TW
+211.2%
-36.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -4.5% | -0.6% | -3.9% | -4.4% |
| 3M | +6.3% | +3.4% | +2.9% | +4.4% |
| 6M | +20.6% | -18.4% | +39.1% | +27.3% |
| YTD | +21.2% | -3.9% | +25.2% | +20.5% |
| 1Y | +38.2% | -13.3% | +51.5% | +42.0% |
| 3Y | +185.9% | +20.8% | +165.1% | +150.6% |
| 5Y | +97.0% | +20.3% | +76.7% | +68.6% |
| All | +175.1% | +211.2% | -36.1% | +57.6% |
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