+125.1%
EFV vs TW
+206.7%
-81.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -0.8% | -4.5% | +3.7% | +0.1% |
| 30D | +0.6% | -2.3% | +2.9% | +1.0% |
| 3M | +7.5% | +2.6% | +4.9% | +6.4% |
| 6M | +13.0% | -17.5% | +30.6% | +16.9% |
| YTD | +18.3% | -5.3% | +23.6% | +18.3% |
| 1Y | +26.7% | -14.8% | +41.5% | +29.7% |
| 3Y | +89.6% | +18.8% | +70.7% | +76.2% |
| 5Y | +98.2% | +20.7% | +77.5% | +79.6% |
| All | +125.1% | +206.7% | -81.6% | +65.3% |
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