-17.9%
COMP vs TW
+37.3%
-55.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | +13.4% | +4.2% | +9.2% | +11.1% |
| 30D | +11.1% | +18.9% | -7.8% | +1.4% |
| 3M | -18.8% | +23.8% | -42.6% | -27.7% |
| 6M | +10.5% | +17.0% | -6.5% | +0.2% |
| YTD | -3.4% | +19.2% | -22.6% | -14.7% |
| 1Y | +19.7% | +20.1% | -0.4% | +4.9% |
| 3Y | +381.6% | +40.5% | +341.1% | +213.6% |
| All | -17.9% | +37.3% | -55.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling