+19.7%
COMP vs TW
+22.3%
-2.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | +13.4% | +4.2% | +9.2% | +13.2% |
| 30D | +11.1% | +18.9% | -7.8% | +10.2% |
| 3M | -18.8% | +23.8% | -42.6% | -19.5% |
| 6M | +10.5% | +17.0% | -6.5% | +9.8% |
| YTD | -3.4% | +19.2% | -22.6% | -3.9% |
| 1Y | +19.7% | +20.1% | -0.4% | +19.8% |
| All | +19.7% | +22.3% | -2.6% | +19.8% |
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