+20.1%
COMP vs TW
+20.8%
-0.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +7.7% |
| 7D | +9.5% | +6.0% | +3.5% | +9.2% |
| 30D | +8.1% | +18.6% | -10.5% | +7.4% |
| 3M | -16.3% | +26.5% | -42.9% | -16.8% |
| 6M | +42.2% | +13.1% | +29.1% | +41.9% |
| YTD | -5.0% | +18.5% | -23.6% | -5.2% |
| 1Y | +20.1% | +21.7% | -1.6% | +22.7% |
| All | +20.1% | +20.8% | -0.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling