-4.2%
DT vs TW
+21.1%
-25.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | +3.1% | +3.9% | -0.8% | +2.4% |
| 30D | -29.5% | +19.9% | -49.5% | -32.4% |
| 3M | -11.7% | +25.9% | -37.7% | -16.4% |
| 6M | +29.0% | +21.1% | +7.9% | +23.6% |
| YTD | +3.4% | +23.9% | -20.5% | -0.6% |
| 1Y | -4.2% | +21.2% | -25.5% | -7.5% |
| All | -4.2% | +21.1% | -25.3% | -7.5% |
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