+74.4%
CL vs TW
+291.9%
-217.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.6% | +3.1% | -0.5% | +2.1% |
| 30D | +11.8% | +16.7% | -4.9% | +8.9% |
| 3M | +5.9% | +25.2% | -19.3% | +1.9% |
| 6M | +13.3% | +19.5% | -6.1% | +9.6% |
| YTD | +27.1% | +21.0% | +6.1% | +22.1% |
| 1Y | +28.0% | +19.0% | +9.0% | +23.3% |
| 3Y | +39.4% | +40.7% | -1.3% | +28.9% |
| 5Y | +40.8% | +40.1% | +0.6% | +28.6% |
| All | +74.4% | +291.9% | -217.5% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling