-54.2%
COMP vs TW
+75.3%
-129.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.4% | -8.6% | -8.4% |
| 7D | -1.8% | +7.3% | -9.1% | -5.4% |
| 30D | -0.8% | +18.6% | -19.4% | -9.1% |
| 3M | -28.1% | +24.8% | -53.0% | -36.1% |
| 6M | +27.0% | +16.1% | +10.9% | +15.7% |
| YTD | -12.8% | +19.1% | -31.8% | -22.8% |
| 1Y | +4.9% | +22.8% | -17.9% | -9.2% |
| 3Y | +321.0% | +40.4% | +280.6% | +181.5% |
| 5Y | -25.6% | +37.9% | -63.5% | -57.5% |
| All | -54.2% | +75.3% | -129.5% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling