+178.6%
DINO vs TW
+206.7%
-28.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.3% | -4.5% | +6.8% | +2.8% |
| 30D | +22.6% | -2.3% | +24.9% | +22.9% |
| 3M | +55.2% | +2.6% | +52.6% | +54.3% |
| 6M | +93.8% | -17.5% | +111.3% | +97.9% |
| YTD | +139.5% | -5.3% | +144.8% | +139.4% |
| 1Y | +115.3% | -14.8% | +130.1% | +118.3% |
| 3Y | +98.8% | +18.8% | +80.0% | +89.3% |
| 5Y | +333.5% | +20.7% | +312.8% | +305.9% |
| All | +178.6% | +206.7% | -28.1% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling