+9.1%
EQT vs TW
-13.3%
+22.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -2.7% | +1.6% | -0.9% |
| 30D | +1.1% | -1.7% | +2.8% | +1.2% |
| 3M | +4.8% | +1.6% | +3.2% | +4.1% |
| 6M | -10.6% | -17.7% | +7.1% | -9.7% |
| YTD | +3.4% | -4.3% | +7.8% | +2.8% |
| All | +9.1% | -13.3% | +22.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling