-25.6%
DOW vs TW
+221.1%
-246.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | +0.4% | +3.9% | -3.6% | -0.6% |
| 3M | -14.4% | +5.7% | -20.1% | -15.9% |
| 6M | -7.0% | -14.5% | +7.5% | -3.8% |
| YTD | +30.2% | -0.9% | +31.1% | +29.5% |
| 1Y | +29.2% | -13.5% | +42.7% | +32.8% |
| 3Y | -36.7% | +25.0% | -61.7% | -42.4% |
| 5Y | -37.7% | +22.7% | -60.4% | -44.3% |
| All | -25.6% | +221.1% | -246.7% | -47.3% |
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 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