+33.9%
ES vs TW
+301.3%
-267.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +2.7% | +3.9% | -1.2% | +2.0% |
| 30D | +7.6% | +19.9% | -12.3% | +4.1% |
| 3M | +0.5% | +25.9% | -25.5% | -3.7% |
| 6M | +7.6% | +21.1% | -13.5% | +3.5% |
| YTD | +10.2% | +23.9% | -13.7% | +5.0% |
| 1Y | +1.8% | +21.2% | -19.4% | -2.5% |
| 3Y | +55.4% | +44.8% | +10.6% | +41.6% |
| 5Y | +7.3% | +41.4% | -34.1% | -3.4% |
| All | +33.9% | +301.3% | -267.5% | -3.1% |
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