-24.5%
EL vs TW
+301.3%
-325.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.5% | +3.9% | -2.4% | +0.5% |
| 30D | +10.0% | +19.9% | -9.9% | +4.8% |
| 3M | +28.4% | +25.9% | +2.5% | +20.5% |
| 6M | +37.1% | +21.1% | +15.9% | +29.3% |
| YTD | +7.8% | +23.9% | -16.1% | -0.2% |
| 1Y | +26.0% | +21.2% | +4.8% | +17.4% |
| 3Y | +3.8% | +44.8% | -41.0% | -11.1% |
| 5Y | -65.2% | +41.4% | -106.6% | -71.1% |
| All | -24.5% | +301.3% | -325.9% | -49.7% |
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