+26.7%
EFV vs TW
-14.2%
+41.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | -0.8% | -4.5% | +3.7% | -1.1% |
| 30D | +0.6% | -2.3% | +2.9% | +0.5% |
| 3M | +7.5% | +2.6% | +4.9% | +7.6% |
| 6M | +13.0% | -17.5% | +30.6% | +13.2% |
| YTD | +18.3% | -5.3% | +23.6% | +18.3% |
| 1Y | +26.7% | -14.8% | +41.5% | +27.0% |
| All | +26.7% | -14.2% | +41.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling