+444.0%
EAT vs TW
+221.1%
+222.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +1.0% |
| 30D | +1.9% | +3.9% | -2.0% | 0.0% |
| 3M | +68.7% | +5.7% | +63.0% | +62.3% |
| 6M | +66.9% | -14.5% | +81.4% | +77.1% |
| YTD | +60.4% | -0.9% | +61.3% | +56.9% |
| 1Y | +44.0% | -13.5% | +57.5% | +50.5% |
| 3Y | +604.7% | +25.0% | +579.7% | +476.8% |
| 5Y | +347.0% | +22.7% | +324.3% | +256.3% |
| All | +444.0% | +221.1% | +222.9% | +150.9% |
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 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