+29.7%
ES vs TW
+287.8%
-258.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | +3.4% | -3.5% | -0.7% |
| 30D | +5.7% | +15.5% | -9.7% | +3.0% |
| 3M | -2.8% | +25.1% | -27.9% | -6.8% |
| 6M | +7.0% | +18.2% | -11.2% | +3.4% |
| YTD | +6.8% | +19.7% | -12.9% | +2.3% |
| 1Y | -0.5% | +18.1% | -18.6% | -4.3% |
| 3Y | +47.2% | +40.5% | +6.6% | +34.8% |
| 5Y | +2.3% | +37.1% | -34.8% | -7.5% |
| All | +29.7% | +287.8% | -258.1% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling