+31.0%
ES vs TW
+221.1%
-190.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | -2.0% | +3.9% | -5.9% | -2.7% |
| 3M | +1.7% | +5.7% | -4.0% | +0.3% |
| 6M | -3.5% | -14.5% | +11.0% | -1.1% |
| YTD | +7.9% | -0.9% | +8.8% | +7.1% |
| 1Y | +17.2% | -13.5% | +30.7% | +19.4% |
| 3Y | +29.3% | +25.0% | +4.3% | +20.6% |
| 5Y | -5.7% | +22.7% | -28.4% | -13.5% |
| All | +31.0% | +221.1% | -190.1% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling