+166.9%
COP vs TW
+221.1%
-54.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +3.0% | -2.3% | +5.3% | +3.7% |
| 30D | +17.5% | +3.9% | +13.6% | +16.0% |
| 3M | +13.4% | +5.7% | +7.7% | +10.7% |
| 6M | +17.7% | -14.5% | +32.3% | +22.8% |
| YTD | +46.6% | -0.9% | +47.5% | +45.4% |
| 1Y | +44.6% | -13.5% | +58.1% | +49.6% |
| 3Y | +20.7% | +25.0% | -4.3% | +6.4% |
| 5Y | +185.0% | +22.7% | +162.4% | +146.5% |
| All | +166.9% | +221.1% | -54.2% | +42.7% |
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