-50.3%
DOCS vs TW
+27.4%
-77.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | -1.4% | -2.3% | +0.9% | -0.4% |
| 30D | +21.8% | +3.9% | +17.9% | +19.4% |
| 3M | +27.3% | +5.7% | +21.6% | +23.0% |
| 6M | -0.3% | -14.5% | +14.2% | +6.3% |
| YTD | -40.5% | -0.9% | -39.6% | -41.6% |
| 1Y | -61.5% | -13.5% | -48.0% | -59.5% |
| 3Y | +8.2% | +25.0% | -16.8% | -14.1% |
| 5Y | -73.4% | +22.7% | -96.1% | -77.6% |
| All | -50.3% | +27.4% | -77.7% | -57.1% |
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 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