+38.9%
EAT vs TW
-14.0%
+52.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -6.2% | -2.7% | -3.5% | -6.1% |
| 30D | -3.0% | -1.7% | -1.3% | -2.9% |
| 3M | +45.6% | +1.6% | +44.0% | +45.6% |
| 6M | +53.5% | -17.7% | +71.2% | +54.3% |
| YTD | +49.6% | -4.3% | +53.9% | +52.0% |
| 1Y | +38.9% | -13.1% | +52.0% | +41.6% |
| All | +38.9% | -14.0% | +52.9% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling