+44.8%
CNH vs TW
+301.3%
-256.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +3.0% | +3.9% | -0.9% | +2.0% |
| 30D | -0.6% | +19.9% | -20.5% | -5.2% |
| 3M | +14.6% | +25.9% | -11.3% | +7.7% |
| 6M | +11.8% | +21.1% | -9.4% | +5.4% |
| YTD | +30.4% | +23.9% | +6.5% | +21.2% |
| 1Y | +19.1% | +21.2% | -2.2% | +11.4% |
| 3Y | +30.2% | +44.8% | -14.6% | +10.6% |
| 5Y | -17.8% | +41.4% | -59.2% | -31.4% |
| All | +44.8% | +301.3% | -256.6% | -14.2% |
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