-28.4%
DT vs TW
+20.0%
-48.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +0.1% | -0.6% | +0.7% | +0.3% |
| 3M | +24.1% | +3.4% | +20.7% | +21.1% |
| 6M | +30.1% | -18.4% | +48.6% | +42.7% |
| YTD | +16.8% | -3.9% | +20.7% | +17.0% |
| 1Y | -0.1% | -13.3% | +13.2% | +5.5% |
| 3Y | +6.8% | +20.8% | -14.0% | -14.4% |
| 5Y | -28.4% | +20.3% | -48.7% | -41.3% |
| All | -28.4% | +20.0% | -48.4% | -41.3% |
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 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