+146.1%
CME vs TW
+298.0%
-152.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.7% | +3.2% | -0.5% | +1.4% |
| 30D | +13.5% | +19.7% | -6.2% | +5.8% |
| 3M | +20.9% | +26.8% | -5.9% | +10.3% |
| 6M | +11.5% | +20.9% | -9.4% | +3.1% |
| YTD | +19.5% | +22.9% | -3.4% | +9.3% |
| 1Y | +17.2% | +20.4% | -3.1% | +8.0% |
| 3Y | +65.1% | +42.9% | +22.3% | +38.9% |
| 5Y | +73.1% | +40.2% | +32.9% | +43.9% |
| All | +146.1% | +298.0% | -152.0% | +34.7% |
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