-12.4%
EW vs TW
+39.0%
-51.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | +9.3% | +3.1% | +6.2% | +8.4% |
| 30D | +22.1% | +16.7% | +5.4% | +17.2% |
| 3M | +13.0% | +25.2% | -12.2% | +6.4% |
| 6M | +30.1% | +19.5% | +10.6% | +23.4% |
| YTD | +22.0% | +21.0% | +1.0% | +14.2% |
| 1Y | +23.7% | +19.0% | +4.7% | +16.4% |
| 3Y | +62.0% | +40.7% | +21.3% | +41.3% |
| 5Y | -12.4% | +40.1% | -52.6% | -21.2% |
| All | -12.4% | +39.0% | -51.5% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling