+30.3%
ES vs TW
+286.2%
-255.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +1.9% | +4.2% | -2.4% | +1.1% |
| 30D | +7.1% | +18.9% | -11.9% | +3.7% |
| 3M | -1.9% | +23.8% | -25.7% | -5.8% |
| 6M | +4.4% | +17.0% | -12.7% | +1.0% |
| YTD | +7.3% | +19.2% | -11.9% | +2.9% |
| 1Y | +2.1% | +20.1% | -18.0% | -2.2% |
| 3Y | +41.8% | +40.5% | +1.3% | +29.9% |
| 5Y | +1.4% | +38.0% | -36.6% | -8.4% |
| All | +30.3% | +286.2% | -255.9% | -5.0% |
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