+3,897.1%
CLS vs TW
+206.7%
+3,690.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.9% |
| 7D | +10.9% | -4.5% | +15.4% | +12.4% |
| 30D | +2.1% | -2.3% | +4.3% | +2.7% |
| 3M | -10.2% | +2.6% | -12.8% | -12.0% |
| 6M | +30.4% | -17.5% | +47.9% | +36.9% |
| YTD | +17.2% | -5.3% | +22.5% | +16.3% |
| 1Y | +41.0% | -14.8% | +55.8% | +45.1% |
| 3Y | +1,338.0% | +18.8% | +1,319.1% | +1,188.0% |
| 5Y | +3,860.6% | +20.7% | +3,839.8% | +3,331.1% |
| All | +3,897.1% | +206.7% | +3,690.4% | +2,396.7% |
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