+177.8%
EMR vs TW
+301.3%
-123.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.8% | +3.9% | -1.1% | +1.8% |
| 30D | +3.7% | +19.9% | -16.3% | -1.5% |
| 3M | +2.0% | +25.9% | -23.9% | -4.5% |
| 6M | +22.1% | +21.1% | +1.0% | +14.7% |
| YTD | +27.2% | +23.9% | +3.3% | +17.8% |
| 1Y | +32.0% | +21.2% | +10.8% | +23.0% |
| 3Y | +103.3% | +44.8% | +58.5% | +74.6% |
| 5Y | +88.2% | +41.4% | +46.8% | +59.6% |
| All | +177.8% | +301.3% | -123.6% | +57.1% |
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