+47.9%
ED vs TW
+41.9%
+6.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +2.1% | +3.1% | -1.0% | +1.9% |
| 30D | +12.4% | +16.7% | -4.3% | +11.3% |
| 3M | +13.1% | +25.2% | -12.0% | +11.5% |
| 6M | +14.1% | +19.5% | -5.4% | +12.7% |
| YTD | +23.1% | +21.0% | +2.1% | +21.2% |
| 1Y | +25.4% | +19.0% | +6.5% | +23.7% |
| 3Y | +47.9% | +40.7% | +7.2% | +52.0% |
| All | +47.9% | +41.9% | +6.0% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling