+196.4%
CFG vs TW
+26.6%
+169.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +1.5% | -2.3% | +3.9% | +1.7% |
| 30D | -3.8% | +3.9% | -7.8% | -4.1% |
| 3M | +11.5% | +5.7% | +5.8% | +10.9% |
| 6M | +19.2% | -14.5% | +33.7% | +21.3% |
| YTD | +23.7% | -0.9% | +24.6% | +23.2% |
| 1Y | +38.8% | -13.5% | +52.4% | +40.9% |
| All | +196.4% | +26.6% | +169.8% | +176.2% |
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 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