+143.7%
ET vs TW
+301.3%
-157.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.5% | +3.9% | -1.4% | +1.5% |
| 30D | -2.5% | +19.9% | -22.4% | -7.3% |
| 3M | -4.9% | +25.9% | -30.8% | -10.9% |
| 6M | -0.1% | +21.1% | -21.2% | -5.9% |
| YTD | +26.2% | +23.9% | +2.3% | +17.1% |
| 1Y | +25.2% | +21.2% | +3.9% | +16.8% |
| 3Y | +84.2% | +44.8% | +39.4% | +59.7% |
| 5Y | +216.1% | +41.4% | +174.7% | +171.3% |
| All | +143.7% | +301.3% | -157.7% | +40.4% |
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