+43.5%
F vs TW
+39.9%
+3.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +1.6% | +4.2% | -2.7% | +1.6% |
| 30D | +2.6% | +18.9% | -16.3% | +2.8% |
| 3M | -8.8% | +23.8% | -32.6% | -8.6% |
| 6M | +4.6% | +17.0% | -12.4% | +5.1% |
| YTD | -1.9% | +19.2% | -21.1% | -1.7% |
| 1Y | -0.8% | +20.1% | -20.9% | -0.6% |
| 3Y | +43.5% | +40.5% | +3.0% | +45.2% |
| All | +43.5% | +39.9% | +3.5% | +45.2% |
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