+64.8%
EW vs TW
+291.9%
-227.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | +9.3% | +3.1% | +6.2% | +8.3% |
| 30D | +22.1% | +16.7% | +5.4% | +16.7% |
| 3M | +13.0% | +25.2% | -12.2% | +5.7% |
| 6M | +30.1% | +19.5% | +10.6% | +22.5% |
| YTD | +22.0% | +21.0% | +1.0% | +13.4% |
| 1Y | +23.7% | +19.0% | +4.7% | +15.6% |
| 3Y | +62.0% | +40.7% | +21.3% | +41.1% |
| 5Y | -12.4% | +40.1% | -52.6% | -25.3% |
| All | +64.8% | +291.9% | -227.1% | -0.1% |
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