-2.9%
DOC vs TW
+284.0%
-286.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | +8.7% | +6.0% | +2.7% | +7.3% |
| 30D | +7.6% | +18.6% | -10.9% | +3.6% |
| 3M | -5.3% | +26.5% | -31.8% | -10.4% |
| 6M | +27.6% | +13.1% | +14.5% | +23.4% |
| YTD | +32.4% | +18.5% | +13.9% | +25.7% |
| 1Y | +22.9% | +21.7% | +1.1% | +15.7% |
| 3Y | +43.1% | +39.8% | +3.3% | +26.6% |
| 5Y | -21.4% | +38.9% | -60.3% | -32.2% |
| All | -2.9% | +284.0% | -286.9% | -35.6% |
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