-34.4%
EL vs TW
+206.7%
-241.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -6.5% | -4.5% | -2.0% | -5.3% |
| 30D | +11.1% | -2.3% | +13.4% | +11.7% |
| 3M | +10.7% | +2.6% | +8.1% | +9.3% |
| 6M | +6.9% | -17.5% | +24.4% | +11.8% |
| YTD | -6.3% | -5.3% | -1.0% | -6.7% |
| 1Y | +13.5% | -14.8% | +28.2% | +16.8% |
| 3Y | -33.1% | +18.8% | -51.9% | -40.0% |
| 5Y | -68.8% | +20.7% | -89.5% | -72.9% |
| All | -34.4% | +206.7% | -241.1% | -53.0% |
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 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