-39.5%
DT vs TW
+41.5%
-80.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +2.7% | +3.2% | -0.5% | +1.3% |
| 30D | -30.4% | +19.7% | -50.0% | -36.1% |
| 3M | -9.4% | +26.8% | -36.2% | -19.3% |
| 6M | +14.5% | +20.9% | -6.4% | +3.5% |
| YTD | +3.6% | +22.9% | -19.3% | -7.9% |
| 1Y | -3.4% | +20.4% | -23.8% | -13.3% |
| 3Y | -11.1% | +42.9% | -54.0% | -32.9% |
| 5Y | -39.5% | +40.2% | -79.7% | -54.4% |
| All | -39.5% | +41.5% | -80.9% | -54.4% |
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