+81.9%
ED vs TW
+39.0%
+42.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +2.1% | +3.1% | -1.0% | +1.8% |
| 30D | +12.4% | +16.7% | -4.3% | +10.8% |
| 3M | +13.1% | +25.2% | -12.0% | +10.7% |
| 6M | +14.1% | +19.5% | -5.4% | +12.0% |
| YTD | +23.1% | +21.0% | +2.1% | +20.3% |
| 1Y | +25.4% | +19.0% | +6.5% | +22.8% |
| 3Y | +47.9% | +40.7% | +7.2% | +41.6% |
| 5Y | +81.9% | +40.1% | +41.7% | +65.4% |
| All | +81.9% | +39.0% | +42.8% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling