+67.2%
DTE vs TW
+211.4%
-144.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.5% |
| 7D | +0.9% | -3.5% | +4.4% | +1.6% |
| 30D | -1.9% | +0.5% | -2.4% | -2.1% |
| 3M | -3.3% | +4.9% | -8.3% | -4.8% |
| 6M | -7.1% | -17.1% | +10.0% | -3.7% |
| YTD | +8.1% | -3.9% | +12.0% | +7.9% |
| 1Y | +5.3% | -13.3% | +18.5% | +7.5% |
| 3Y | +48.2% | +20.9% | +27.3% | +36.4% |
| 5Y | +33.2% | +20.5% | +12.7% | +19.8% |
| All | +67.2% | +211.4% | -144.2% | +8.2% |
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