+192.7%
ETR vs TW
+206.7%
-14.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.8% | -4.5% | +2.7% | -0.8% |
| 30D | -1.8% | -2.3% | +0.5% | -1.3% |
| 3M | -3.6% | +2.6% | -6.2% | -4.7% |
| 6M | +2.6% | -17.5% | +20.2% | +6.6% |
| YTD | +16.0% | -5.3% | +21.3% | +16.0% |
| 1Y | +20.1% | -14.8% | +34.9% | +23.2% |
| 3Y | +143.6% | +18.8% | +124.7% | +126.4% |
| 5Y | +124.4% | +20.7% | +103.6% | +103.0% |
| All | +192.7% | +206.7% | -14.0% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling