+46.3%
EFX vs TW
+206.7%
-160.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -4.5% | -4.5% | -0.1% | -3.0% |
| 30D | -6.1% | -2.3% | -3.8% | -5.4% |
| 3M | +6.2% | +2.6% | +3.6% | +5.1% |
| 6M | -11.2% | -17.5% | +6.3% | -5.8% |
| YTD | -21.4% | -5.3% | -16.1% | -20.4% |
| 1Y | -34.3% | -14.8% | -19.5% | -31.3% |
| 3Y | -12.5% | +18.8% | -31.4% | -19.6% |
| 5Y | -35.6% | +20.7% | -56.3% | -42.5% |
| All | +46.3% | +206.7% | -160.5% | +4.2% |
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