+933.9%
EME vs TW
+211.2%
+722.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -6.8% | -0.6% | -6.2% | -6.8% |
| 3M | -8.8% | +3.4% | -12.2% | -10.8% |
| 6M | +5.0% | -18.4% | +23.4% | +9.4% |
| YTD | +23.5% | -3.9% | +27.4% | +22.0% |
| 1Y | +21.3% | -13.3% | +34.6% | +23.4% |
| 3Y | +241.1% | +20.8% | +220.2% | +211.2% |
| 5Y | +549.2% | +20.3% | +528.9% | +481.1% |
| All | +933.9% | +211.2% | +722.7% | +670.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling