+28.5%
CLS vs TW
-14.0%
+42.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.6% |
| 7D | +5.0% | -2.7% | +7.7% | +4.3% |
| 30D | +4.8% | -1.7% | +6.5% | +4.3% |
| 3M | -10.4% | +1.6% | -12.0% | -10.3% |
| 6M | +20.8% | -17.7% | +38.5% | +21.1% |
| YTD | +10.0% | -4.3% | +14.4% | +8.8% |
| 1Y | +28.5% | -13.1% | +41.6% | +26.4% |
| All | +28.5% | -14.0% | +42.5% | +26.4% |
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