+29.9%
ES vs TW
+291.9%
-262.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.9% | +3.1% | -2.3% | +0.3% |
| 30D | +5.9% | +16.7% | -10.8% | +3.0% |
| 3M | -1.0% | +25.2% | -26.2% | -5.1% |
| 6M | +7.2% | +19.5% | -12.3% | +3.4% |
| YTD | +7.0% | +21.0% | -14.0% | +2.3% |
| 1Y | +0.5% | +19.0% | -18.5% | -3.6% |
| 3Y | +48.7% | +40.7% | +8.0% | +36.2% |
| 5Y | +1.9% | +40.1% | -38.2% | -8.2% |
| All | +29.9% | +291.9% | -262.0% | -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