-64.8%
EL vs TW
+41.3%
-106.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +0.3% | +2.8% | -2.6% | -0.5% |
| 30D | +12.3% | +18.1% | -5.8% | +7.6% |
| 3M | +28.4% | +25.2% | +3.2% | +20.9% |
| 6M | +36.7% | +19.1% | +17.6% | +29.9% |
| YTD | +8.4% | +21.9% | -13.5% | +0.9% |
| 1Y | +25.4% | +18.9% | +6.5% | +17.8% |
| 3Y | +3.4% | +41.7% | -38.3% | -14.1% |
| 5Y | -64.8% | +40.4% | -105.2% | -72.4% |
| All | -64.8% | +41.3% | -106.0% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling