+177.7%
EMR vs TW
+298.0%
-120.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.7% | +3.2% | -0.5% | +1.8% |
| 30D | +2.1% | +19.7% | -17.6% | -2.9% |
| 3M | +2.3% | +26.8% | -24.6% | -4.5% |
| 6M | +22.5% | +20.9% | +1.6% | +15.1% |
| YTD | +27.2% | +22.9% | +4.3% | +18.0% |
| 1Y | +28.0% | +20.4% | +7.7% | +19.5% |
| 3Y | +103.4% | +42.9% | +60.6% | +75.4% |
| 5Y | +88.2% | +40.2% | +47.9% | +59.9% |
| All | +177.7% | +298.0% | -120.3% | +57.4% |
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 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