+42.5%
EW vs TW
+221.1%
-178.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | +1.0% | +3.9% | -2.9% | -0.2% |
| 3M | +2.8% | +5.7% | -2.9% | +0.4% |
| 6M | +5.5% | -14.5% | +20.0% | +9.6% |
| YTD | +5.5% | -0.9% | +6.3% | +4.0% |
| 1Y | +11.0% | -13.5% | +24.5% | +14.3% |
| 3Y | +17.7% | +25.0% | -7.3% | +5.5% |
| 5Y | -25.7% | +22.7% | -48.4% | -34.2% |
| All | +42.5% | +221.1% | -178.6% | -8.4% |
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