+107.7%
COST vs TW
+19.5%
+88.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.2% | -4.5% | +3.3% | -0.1% |
| 30D | -4.7% | -2.3% | -2.5% | -4.2% |
| 3M | -7.1% | +2.6% | -9.7% | -8.0% |
| 6M | -8.5% | -17.5% | +9.0% | -4.4% |
| YTD | +5.4% | -5.3% | +10.7% | +5.8% |
| 1Y | -5.6% | -14.8% | +9.1% | -2.5% |
| 3Y | +68.5% | +18.8% | +49.6% | +53.7% |
| All | +107.7% | +19.5% | +88.2% | +81.6% |
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 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