+118.4%
CME vs TW
+221.1%
-102.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | +6.2% | +3.9% | +2.3% | +4.7% |
| 3M | +10.4% | +5.7% | +4.7% | +7.6% |
| 6M | -9.5% | -14.5% | +5.0% | -4.5% |
| YTD | +6.0% | -0.9% | +6.9% | +5.4% |
| 1Y | +9.3% | -13.5% | +22.8% | +14.3% |
| 3Y | +57.7% | +25.0% | +32.7% | +39.3% |
| 5Y | +77.7% | +22.7% | +55.0% | +54.8% |
| All | +118.4% | +221.1% | -102.7% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling