+3.6%
ES vs TW
+37.3%
-33.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +1.9% | +4.2% | -2.4% | +1.4% |
| 30D | +7.1% | +18.9% | -11.9% | +4.9% |
| 3M | -1.9% | +23.8% | -25.7% | -4.4% |
| 6M | +4.4% | +17.0% | -12.7% | +2.3% |
| YTD | +7.3% | +19.2% | -11.9% | +4.5% |
| 1Y | +2.1% | +20.1% | -18.0% | -0.7% |
| 3Y | +41.8% | +40.5% | +1.3% | +35.0% |
| All | +3.6% | +37.3% | -33.7% | -5.9% |
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