+358.7%
DE vs TW
+211.4%
+147.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.2% |
| 7D | +0.7% | -3.5% | +4.2% | +1.5% |
| 30D | +9.6% | +0.5% | +9.1% | +9.5% |
| 3M | +19.0% | +4.9% | +14.0% | +17.1% |
| 6M | +16.1% | -17.1% | +33.2% | +20.6% |
| YTD | +47.0% | -3.9% | +50.9% | +46.8% |
| 1Y | +43.1% | -13.3% | +56.4% | +46.5% |
| 3Y | +77.5% | +20.9% | +56.6% | +61.9% |
| 5Y | +96.4% | +20.5% | +75.9% | +75.6% |
| All | +358.7% | +211.4% | +147.2% | +211.1% |
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