-26.7%
DOW vs TW
+206.7%
-233.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -1.4% | -4.5% | +3.1% | -0.3% |
| 30D | -3.9% | -2.3% | -1.7% | -3.5% |
| 3M | -12.7% | +2.6% | -15.3% | -13.6% |
| 6M | -13.7% | -17.5% | +3.9% | -10.0% |
| YTD | +28.4% | -5.3% | +33.7% | +29.1% |
| 1Y | +21.8% | -14.8% | +36.5% | +25.6% |
| 3Y | -35.7% | +18.8% | -54.5% | -40.7% |
| 5Y | -36.8% | +20.7% | -57.5% | -43.4% |
| All | -26.7% | +206.7% | -233.4% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling