+46.2%
EXC vs TW
+22.4%
+23.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.1% |
| 7D | +1.2% | -3.5% | +4.7% | +1.7% |
| 30D | -2.7% | +0.5% | -3.2% | -2.8% |
| 3M | -1.0% | +4.9% | -5.9% | -1.8% |
| 6M | -9.3% | -17.1% | +7.8% | -7.1% |
| YTD | +3.6% | -3.9% | +7.5% | +3.7% |
| 1Y | +5.9% | -13.3% | +19.2% | +7.5% |
| 3Y | +21.3% | +20.9% | +0.4% | +15.5% |
| 5Y | +46.2% | +20.5% | +25.7% | +32.4% |
| All | +46.2% | +22.4% | +23.7% | +32.4% |
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 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