+51.9%
DOW vs TW
+20.8%
+31.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | -4.2% | +6.0% | -10.2% | -5.1% |
| 30D | +14.7% | +18.6% | -3.9% | +12.0% |
| 3M | +9.1% | +26.5% | -17.5% | +5.4% |
| 6M | -17.7% | +13.1% | -30.8% | -18.6% |
| YTD | +44.6% | +18.5% | +26.1% | +48.6% |
| 1Y | +51.9% | +21.7% | +30.2% | +55.3% |
| All | +51.9% | +20.8% | +31.1% | +55.3% |
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 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