+160.9%
CFG vs TW
+301.3%
-140.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +3.2% | +3.9% | -0.7% | +2.0% |
| 30D | +5.1% | +19.9% | -14.8% | -0.5% |
| 3M | -11.2% | +25.9% | -37.2% | -17.4% |
| 6M | +9.6% | +21.1% | -11.6% | +2.4% |
| YTD | +15.0% | +23.9% | -8.9% | +5.7% |
| 1Y | +29.9% | +21.2% | +8.6% | +20.2% |
| 3Y | +192.1% | +44.8% | +147.3% | +144.0% |
| 5Y | +62.3% | +41.4% | +20.9% | +33.8% |
| All | +160.9% | +301.3% | -140.5% | +38.2% |
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