+93.4%
CI vs TW
+221.1%
-127.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | +4.4% | +3.9% | +0.5% | +3.2% |
| 3M | +0.7% | +5.7% | -5.0% | -1.5% |
| 6M | +0.3% | -14.5% | +14.9% | +4.4% |
| YTD | +3.8% | -0.9% | +4.7% | +2.9% |
| 1Y | -5.5% | -13.5% | +8.0% | -2.5% |
| 3Y | +8.1% | +25.0% | -16.9% | -2.9% |
| 5Y | +42.8% | +22.7% | +20.1% | +26.9% |
| All | +93.4% | +221.1% | -127.7% | +11.2% |
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