-3.4%
ES vs TW
+23.1%
-26.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.6% |
| 30D | -2.0% | +3.9% | -5.9% | -2.4% |
| 3M | +1.7% | +5.7% | -4.0% | +0.9% |
| 6M | -3.5% | -14.5% | +11.0% | -1.8% |
| YTD | +7.9% | -0.9% | +8.8% | +7.4% |
| 1Y | +17.2% | -13.5% | +30.7% | +18.9% |
| 3Y | +29.3% | +25.0% | +4.3% | +24.3% |
| All | -3.4% | +23.1% | -26.5% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling