-33.4%
DG vs TW
+40.3%
-73.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -3.0% | +2.8% | -5.8% | -3.3% |
| 30D | +8.6% | +18.1% | -9.4% | +6.3% |
| 3M | +15.0% | +25.2% | -10.2% | +11.8% |
| 6M | +32.7% | +19.1% | +13.6% | +29.5% |
| YTD | +5.5% | +21.9% | -16.4% | +2.4% |
| 1Y | +34.6% | +18.9% | +15.7% | +31.1% |
| 3Y | +24.2% | +41.7% | -17.5% | +13.6% |
| All | -33.4% | +40.3% | -73.7% | -40.7% |
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 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