-35.5%
DOW vs TW
+19.6%
-55.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.4% | -2.7% | +0.4% | -1.9% |
| 30D | -4.1% | -1.7% | -2.3% | -3.9% |
| 3M | -12.4% | +1.6% | -14.0% | -12.9% |
| 6M | -10.6% | -17.7% | +7.1% | -7.8% |
| YTD | +31.1% | -4.3% | +35.4% | +31.7% |
| 1Y | +30.5% | -13.1% | +43.6% | +33.4% |
| 3Y | -34.4% | +20.3% | -54.7% | -38.5% |
| 5Y | -35.5% | +22.0% | -57.4% | -44.8% |
| All | -35.5% | +19.6% | -55.1% | -44.8% |
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