+186.1%
EQT vs TW
+209.8%
-23.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -2.7% | +1.6% | -0.5% |
| 30D | +1.1% | -1.7% | +2.8% | +1.5% |
| 3M | +4.8% | +1.6% | +3.2% | +3.9% |
| 6M | -10.6% | -17.7% | +7.1% | -6.6% |
| YTD | +3.4% | -4.3% | +7.8% | +3.4% |
| 1Y | +8.7% | -13.1% | +21.8% | +11.4% |
| 3Y | +35.0% | +20.3% | +14.7% | +27.1% |
| 5Y | +204.2% | +22.0% | +182.3% | +179.5% |
| All | +186.1% | +209.8% | -23.8% | +91.9% |
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