-47.3%
DOCS vs TW
+20.8%
-68.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.2% |
| 7D | +1.2% | +6.0% | -4.8% | +0.2% |
| 30D | +21.3% | +18.6% | +2.7% | +18.0% |
| 3M | +58.4% | +26.5% | +31.8% | +52.9% |
| 6M | +39.3% | +13.1% | +26.2% | +33.1% |
| YTD | -21.7% | +18.5% | -40.2% | -23.8% |
| 1Y | -47.3% | +21.7% | -69.0% | -48.1% |
| All | -47.3% | +20.8% | -68.1% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling