+22.7%
D vs TW
+294.9%
-272.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -2.4% | +2.8% | -5.3% | -2.9% |
| 30D | +9.0% | +18.1% | -9.1% | +5.8% |
| 3M | +1.0% | +25.2% | -24.3% | -3.2% |
| 6M | +11.0% | +19.1% | -8.1% | +7.2% |
| YTD | +19.8% | +21.9% | -2.1% | +14.5% |
| 1Y | +16.0% | +18.9% | -3.0% | +11.4% |
| 3Y | +74.4% | +41.7% | +32.6% | +59.9% |
| 5Y | +13.5% | +40.4% | -26.9% | +2.7% |
| All | +22.7% | +294.9% | -272.2% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling