+20.1%
CI vs TW
+19.2%
+0.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.5% | +2.4% |
| 7D | +2.6% | +3.1% | -0.5% | +2.1% |
| 30D | +7.3% | +16.7% | -9.4% | +4.8% |
| 3M | +9.5% | +25.2% | -15.7% | +5.9% |
| 6M | +6.4% | +19.5% | -13.0% | +4.3% |
| YTD | +12.0% | +21.0% | -9.0% | +7.7% |
| 1Y | +20.1% | +19.0% | +1.1% | +16.6% |
| All | +20.1% | +19.2% | +0.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling