+7.8%
D vs TW
+23.1%
-15.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.5% | -2.3% | +3.8% | +1.7% |
| 30D | -2.6% | +3.9% | -6.5% | -3.1% |
| 3M | 0.0% | +5.7% | -5.7% | -0.8% |
| 6M | +7.4% | -14.5% | +21.9% | +9.3% |
| YTD | +15.9% | -0.9% | +16.7% | +15.3% |
| 1Y | +18.1% | -13.5% | +31.6% | +19.9% |
| 3Y | +58.4% | +25.0% | +33.4% | +53.0% |
| All | +7.8% | +23.1% | -15.4% | -1.5% |
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