+32.1%
CL vs TW
+20.8%
+11.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.2% |
| 7D | +7.7% | +6.0% | +1.7% | +7.2% |
| 30D | +15.2% | +18.6% | -3.3% | +13.7% |
| 3M | +7.3% | +26.5% | -19.2% | +5.5% |
| 6M | +17.0% | +13.1% | +3.9% | +14.7% |
| YTD | +28.0% | +18.5% | +9.4% | +26.2% |
| 1Y | +32.1% | +21.7% | +10.4% | +28.4% |
| All | +32.1% | +20.8% | +11.3% | +28.4% |
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