+31.6%
ES vs TW
+294.9%
-263.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.4% |
| 30D | +6.7% | +18.1% | -11.3% | +3.6% |
| 3M | +0.3% | +25.2% | -24.9% | -3.8% |
| 6M | +7.4% | +19.1% | -11.7% | +3.7% |
| YTD | +8.4% | +21.9% | -13.5% | +3.6% |
| 1Y | +0.6% | +18.9% | -18.3% | -3.4% |
| 3Y | +50.6% | +41.7% | +8.9% | +37.8% |
| 5Y | +4.8% | +40.4% | -35.6% | -5.6% |
| All | +31.6% | +294.9% | -263.2% | -4.4% |
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