+11.9%
COST vs TW
+20.8%
-8.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +6.6% | +6.0% | +0.7% | +5.7% |
| 30D | +13.5% | +18.6% | -5.1% | +10.7% |
| 3M | +10.6% | +26.5% | -16.0% | +6.8% |
| 6M | +3.6% | +13.1% | -9.5% | +1.4% |
| YTD | +22.1% | +18.5% | +3.5% | +18.6% |
| 1Y | +11.9% | +21.7% | -9.8% | +8.4% |
| All | +11.9% | +20.8% | -8.9% | +8.4% |
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 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