+120.2%
F vs TW
+211.4%
-91.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.5% |
| 7D | +1.2% | -3.5% | +4.6% | +2.0% |
| 30D | +1.2% | +0.5% | +0.7% | +1.0% |
| 3M | -5.7% | +4.9% | -10.6% | -7.2% |
| 6M | +17.9% | -17.1% | +35.0% | +22.8% |
| YTD | +10.4% | -3.9% | +14.3% | +9.9% |
| 1Y | +25.3% | -13.3% | +38.6% | +28.2% |
| 3Y | +37.5% | +20.9% | +16.5% | +21.8% |
| 5Y | +46.5% | +20.5% | +26.0% | +26.0% |
| All | +120.2% | +211.4% | -91.2% | +43.3% |
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