+89.6%
F vs TW
+301.3%
-211.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -3.1% | +3.9% | -7.0% | -4.0% |
| 30D | 0.0% | +19.9% | -19.9% | -4.3% |
| 3M | -13.2% | +25.9% | -39.2% | -18.1% |
| 6M | -10.2% | +21.1% | -31.3% | -14.9% |
| YTD | -4.9% | +23.9% | -28.8% | -11.2% |
| 1Y | -6.1% | +21.2% | -27.3% | -11.7% |
| 3Y | +46.0% | +44.8% | +1.2% | +24.9% |
| 5Y | -15.7% | +41.4% | -57.1% | -30.0% |
| All | +89.6% | +301.3% | -211.7% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling