+60.7%
EXC vs TW
+221.1%
-160.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | -3.7% | +3.9% | -7.7% | -4.7% |
| 3M | -1.3% | +5.7% | -7.0% | -3.0% |
| 6M | -9.7% | -14.5% | +4.8% | -6.7% |
| YTD | +2.9% | -0.9% | +3.8% | +2.1% |
| 1Y | +4.4% | -13.5% | +17.9% | +7.1% |
| 3Y | +22.2% | +25.0% | -2.8% | +10.7% |
| 5Y | +46.7% | +22.7% | +24.0% | +30.7% |
| All | +60.7% | +221.1% | -160.4% | +5.5% |
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