+23.1%
DG vs TW
+221.1%
-198.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +8.4% | -2.3% | +10.7% | +8.8% |
| 30D | +4.9% | +3.9% | +1.0% | +4.2% |
| 3M | +29.3% | +5.7% | +23.6% | +27.7% |
| 6M | -11.3% | -14.5% | +3.3% | -9.1% |
| YTD | +1.8% | -0.9% | +2.6% | +1.2% |
| 1Y | +25.3% | -13.5% | +38.8% | +27.7% |
| 3Y | +9.1% | +25.0% | -15.9% | +0.4% |
| 5Y | -34.9% | +22.7% | -57.6% | -40.8% |
| All | +23.1% | +221.1% | -198.0% | -6.1% |
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