+51.3%
DD vs TW
+221.1%
-169.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -3.5% | -2.3% | -1.2% | -3.0% |
| 30D | -10.3% | +3.9% | -14.2% | -11.2% |
| 3M | -7.5% | +5.7% | -13.2% | -9.3% |
| 6M | -8.0% | -14.5% | +6.5% | -5.0% |
| YTD | +10.5% | -0.9% | +11.3% | +9.0% |
| 1Y | +38.3% | -13.5% | +51.8% | +41.7% |
| 3Y | +42.5% | +25.0% | +17.5% | +28.0% |
| 5Y | +60.2% | +22.7% | +37.5% | +41.4% |
| All | +51.3% | +221.1% | -169.8% | +0.9% |
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 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