+108.7%
CI vs TW
+291.9%
-183.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.5% | +2.2% |
| 7D | +2.6% | +3.1% | -0.5% | +1.7% |
| 30D | +7.3% | +16.7% | -9.4% | +2.7% |
| 3M | +9.5% | +25.2% | -15.7% | +2.5% |
| 6M | +6.4% | +19.5% | -13.0% | +0.5% |
| YTD | +12.0% | +21.0% | -9.0% | +4.7% |
| 1Y | +20.1% | +19.0% | +1.1% | +12.8% |
| 3Y | +9.6% | +40.7% | -31.1% | -4.5% |
| 5Y | +52.7% | +40.1% | +12.6% | +31.8% |
| All | +108.7% | +291.9% | -183.2% | +13.2% |
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 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