+113.7%
CME vs TW
+209.8%
-96.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -2.4% | -2.7% | +0.4% | -1.3% |
| 30D | +6.2% | -1.7% | +7.9% | +6.9% |
| 3M | +4.4% | +1.6% | +2.8% | +3.3% |
| 6M | -9.6% | -17.7% | +8.0% | -3.2% |
| YTD | +3.8% | -4.3% | +8.1% | +4.6% |
| 1Y | +9.5% | -13.1% | +22.6% | +14.3% |
| 3Y | +51.9% | +20.3% | +31.6% | +36.2% |
| 5Y | +78.7% | +22.0% | +56.8% | +55.8% |
| All | +113.7% | +209.8% | -96.1% | +29.0% |
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