+407.3%
EAT vs TW
+209.8%
+197.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.0% |
| 30D | -3.0% | -1.7% | -1.3% | -2.3% |
| 3M | +45.6% | +1.6% | +44.0% | +42.9% |
| 6M | +53.5% | -17.7% | +71.2% | +65.8% |
| YTD | +49.6% | -4.3% | +53.9% | +48.7% |
| 1Y | +38.9% | -13.1% | +52.0% | +44.5% |
| 3Y | +589.7% | +20.3% | +569.4% | +474.5% |
| 5Y | +318.7% | +22.0% | +296.7% | +233.2% |
| All | +407.3% | +209.8% | +197.5% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling