+125.4%
EFV vs TW
+211.4%
-86.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +1.0% | -3.5% | +4.5% | +1.7% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +9.6% | +4.9% | +4.7% | +8.0% |
| 6M | +14.0% | -17.1% | +31.1% | +17.9% |
| YTD | +18.5% | -3.9% | +22.3% | +18.1% |
| 1Y | +27.9% | -13.3% | +41.2% | +30.4% |
| 3Y | +92.4% | +20.9% | +71.5% | +78.3% |
| 5Y | +97.2% | +20.5% | +76.7% | +78.9% |
| All | +125.4% | +211.4% | -86.1% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling