+160.2%
CFG vs TW
+287.8%
-127.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +0.3% | +3.4% | -3.1% | -0.7% |
| 30D | +3.2% | +15.5% | -12.2% | -1.2% |
| 3M | -9.7% | +25.1% | -34.8% | -15.8% |
| 6M | +3.6% | +18.2% | -14.6% | -2.4% |
| YTD | +14.7% | +19.7% | -5.0% | +6.5% |
| 1Y | +29.6% | +18.1% | +11.4% | +20.8% |
| 3Y | +190.6% | +40.5% | +150.0% | +144.8% |
| 5Y | +67.1% | +37.1% | +30.0% | +39.0% |
| All | +160.2% | +287.8% | -127.5% | +39.3% |
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