+102.7%
EFA vs TW
+206.7%
-104.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -1.5% | -4.5% | +3.0% | -0.6% |
| 30D | -1.7% | -2.3% | +0.6% | -1.2% |
| 3M | +3.5% | +2.6% | +0.9% | +2.3% |
| 6M | +9.5% | -17.5% | +27.0% | +13.5% |
| YTD | +12.9% | -5.3% | +18.2% | +12.8% |
| 1Y | +18.2% | -14.8% | +33.0% | +21.1% |
| 3Y | +64.8% | +18.8% | +46.0% | +52.2% |
| 5Y | +53.9% | +20.7% | +33.2% | +38.3% |
| All | +102.7% | +206.7% | -104.0% | +47.6% |
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 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