+312.0%
COST vs TW
+211.4%
+100.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.1% |
| 7D | -3.2% | -3.5% | +0.3% | -2.4% |
| 30D | -4.0% | +0.5% | -4.5% | -4.1% |
| 3M | -6.5% | +4.9% | -11.4% | -7.8% |
| 6M | -8.5% | -17.1% | +8.6% | -5.0% |
| YTD | +6.0% | -3.9% | +9.9% | +6.1% |
| 1Y | -5.8% | -13.3% | +7.5% | -3.5% |
| 3Y | +71.8% | +20.9% | +50.9% | +60.3% |
| 5Y | +106.2% | +20.5% | +85.7% | +88.4% |
| All | +312.0% | +211.4% | +100.6% | +225.7% |
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