-44.8%
COMP vs TW
+45.9%
-90.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +1.4% | -2.3% | +3.7% | +2.6% |
| 30D | -13.3% | +3.9% | -17.3% | -15.2% |
| 3M | +41.1% | +5.7% | +35.4% | +35.3% |
| 6M | +17.2% | -14.5% | +31.7% | +25.7% |
| YTD | +5.2% | -0.9% | +6.1% | +2.5% |
| 1Y | +18.9% | -13.5% | +32.4% | +25.8% |
| 3Y | +215.9% | +25.0% | +190.9% | +117.3% |
| 5Y | -31.2% | +22.7% | -53.9% | -58.2% |
| All | -44.8% | +45.9% | -90.8% | -68.6% |
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