-52.9%
DOCS vs TW
+41.2%
-94.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +2.6% | +3.9% | -1.4% | +0.6% |
| 30D | +11.4% | +19.9% | -8.5% | +1.8% |
| 3M | +25.4% | +25.9% | -0.6% | +11.7% |
| 6M | +42.5% | +21.1% | +21.4% | +28.5% |
| YTD | -24.7% | +23.9% | -48.6% | -34.0% |
| 1Y | -32.9% | +21.2% | -54.2% | -40.5% |
| 3Y | +39.6% | +44.8% | -5.2% | +2.8% |
| All | -52.9% | +41.2% | -94.1% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling