-34.9%
DOW vs TW
+20.8%
-55.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | -2.7% | -0.6% | -2.1% | -2.7% |
| 3M | -10.5% | +3.4% | -13.9% | -11.0% |
| 6M | -12.4% | -18.4% | +6.0% | -10.4% |
| YTD | +30.0% | -3.9% | +33.9% | +31.0% |
| 1Y | +27.8% | -13.3% | +41.1% | +30.1% |
| All | -34.9% | +20.8% | -55.7% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling