-12.6%
DT vs TW
+42.9%
-55.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +2.7% | +3.2% | -0.5% | +1.9% |
| 30D | -30.4% | +19.7% | -50.0% | -33.7% |
| 3M | -9.4% | +26.8% | -36.2% | -15.2% |
| 6M | +14.5% | +20.9% | -6.4% | +8.3% |
| YTD | +3.6% | +22.9% | -19.3% | -2.6% |
| 1Y | -3.4% | +20.4% | -23.8% | -8.7% |
| All | -12.6% | +42.9% | -55.5% | -22.5% |
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 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