-49.3%
COMP vs TW
+82.4%
-131.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | 0.0% | +3.9% | -3.9% | -2.0% |
| 30D | +16.6% | +19.9% | -3.4% | +6.1% |
| 3M | -23.5% | +25.9% | -49.5% | -32.3% |
| 6M | +25.7% | +21.1% | +4.6% | +12.2% |
| YTD | -3.4% | +23.9% | -27.3% | -16.2% |
| 1Y | +7.6% | +21.2% | -13.7% | -5.6% |
| 3Y | +423.6% | +44.8% | +378.8% | +245.9% |
| 5Y | -10.6% | +41.4% | -52.0% | -49.6% |
| All | -49.3% | +82.4% | -131.8% | -74.4% |
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