+34.8%
DIS vs TW
+26.6%
+8.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -2.6% | -2.3% | -0.3% | -2.3% |
| 30D | +3.5% | +3.9% | -0.4% | +2.9% |
| 3M | +6.8% | +5.7% | +1.1% | +5.9% |
| 6M | +3.0% | -14.5% | +17.5% | +5.3% |
| YTD | -6.7% | -0.9% | -5.9% | -7.1% |
| 1Y | -10.1% | -13.5% | +3.4% | -8.1% |
| All | +34.8% | +26.6% | +8.2% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling