+65.3%
CME vs TW
+41.7%
+23.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | +2.5% | +2.8% | -0.4% | +1.5% |
| 30D | +13.9% | +18.1% | -4.1% | +7.7% |
| 3M | +22.4% | +25.2% | -2.9% | +13.5% |
| 6M | +12.9% | +19.1% | -6.2% | +5.8% |
| YTD | +19.6% | +21.9% | -2.3% | +11.2% |
| 1Y | +17.7% | +18.9% | -1.2% | +10.2% |
| All | +65.3% | +41.7% | +23.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling