+29.3%
EXC vs TW
+41.9%
-12.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | +9.0% | +16.7% | -7.7% | +7.4% |
| 3M | +3.3% | +25.2% | -21.9% | +1.0% |
| 6M | +5.7% | +19.5% | -13.8% | +3.7% |
| YTD | +7.3% | +21.0% | -13.7% | +5.0% |
| 1Y | +2.9% | +19.0% | -16.0% | +0.9% |
| 3Y | +29.3% | +40.7% | -11.4% | +29.7% |
| All | +29.3% | +41.9% | -12.6% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling