+46.0%
F vs TW
+44.1%
+1.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | +0.1% |
| 7D | -3.1% | +3.9% | -7.0% | -3.0% |
| 30D | 0.0% | +19.9% | -19.9% | +0.2% |
| 3M | -13.2% | +25.9% | -39.2% | -13.0% |
| 6M | -10.2% | +21.1% | -31.3% | -9.8% |
| YTD | -4.9% | +23.9% | -28.8% | -4.7% |
| 1Y | -6.1% | +21.2% | -27.3% | -5.7% |
| 3Y | +46.0% | +44.8% | +1.2% | +47.3% |
| All | +46.0% | +44.1% | +1.9% | +47.3% |
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 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