+165.2%
ET vs TW
+221.1%
-55.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.5% |
| 30D | +7.5% | +3.9% | +3.5% | +6.3% |
| 3M | +11.4% | +5.7% | +5.7% | +9.0% |
| 6M | +18.5% | -14.5% | +33.1% | +23.0% |
| YTD | +37.4% | -0.9% | +38.2% | +35.7% |
| 1Y | +30.9% | -13.5% | +44.4% | +34.7% |
| 3Y | +98.7% | +25.0% | +73.8% | +78.7% |
| 5Y | +230.7% | +22.7% | +208.0% | +191.6% |
| All | +165.2% | +221.1% | -55.9% | +62.8% |
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 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