+31.9%
ES vs TW
+211.4%
-179.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +1.4% | -3.5% | +4.9% | +2.0% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | +5.0% | +4.9% | +0.1% | +3.7% |
| 6M | -2.8% | -17.1% | +14.3% | +0.1% |
| YTD | +8.6% | -3.9% | +12.4% | +8.3% |
| 1Y | +18.9% | -13.3% | +32.2% | +21.1% |
| 3Y | +32.1% | +20.9% | +11.2% | +24.0% |
| 5Y | -5.1% | +20.5% | -25.6% | -12.7% |
| All | +31.9% | +211.4% | -179.6% | 0.0% |
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