-68.4%
EL vs TW
+20.0%
-88.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -2.4% | -0.5% | -1.8% | -2.2% |
| 30D | +13.7% | -0.6% | +14.3% | +13.7% |
| 3M | +14.5% | +3.4% | +11.1% | +12.7% |
| 6M | +7.4% | -18.4% | +25.9% | +13.2% |
| YTD | -4.7% | -3.9% | -0.8% | -5.5% |
| 1Y | +12.9% | -13.3% | +26.3% | +16.4% |
| 3Y | -32.2% | +20.8% | -53.1% | -42.8% |
| 5Y | -68.4% | +20.3% | -88.7% | -74.5% |
| All | -68.4% | +20.0% | -88.4% | -74.5% |
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