+41.9%
CI vs TW
+22.4%
+19.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.3% |
| 7D | -2.0% | -3.5% | +1.5% | -1.4% |
| 30D | -1.8% | +0.5% | -2.3% | -1.9% |
| 3M | -4.2% | +4.9% | -9.2% | -5.3% |
| 6M | +2.7% | -17.1% | +19.8% | +6.0% |
| YTD | +1.9% | -3.9% | +5.8% | +2.0% |
| 1Y | -6.3% | -13.3% | +7.0% | -4.5% |
| 3Y | +3.9% | +20.9% | -17.0% | -0.5% |
| 5Y | +41.9% | +20.5% | +21.4% | +35.3% |
| All | +41.9% | +22.4% | +19.4% | +35.3% |
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 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