-17.2%
CG vs TW
+40.2%
-57.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +2.0% | +3.1% | -1.2% | +0.8% |
| 30D | +8.5% | +16.7% | -8.2% | +2.2% |
| 3M | -12.1% | +25.2% | -37.3% | -19.7% |
| 6M | -16.4% | +19.5% | -35.9% | -22.9% |
| YTD | -28.0% | +21.0% | -49.0% | -34.7% |
| 1Y | -18.9% | +19.0% | -37.9% | -25.9% |
| 3Y | +51.2% | +40.7% | +10.6% | +20.2% |
| All | -17.2% | +40.2% | -57.5% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling