+53.9%
F vs TW
+23.1%
+30.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +5.3% | -2.3% | +7.7% | +5.8% |
| 30D | +4.6% | +3.9% | +0.7% | +3.7% |
| 3M | -3.7% | +5.7% | -9.4% | -5.1% |
| 6M | +16.8% | -14.5% | +31.3% | +20.5% |
| YTD | +15.3% | -0.9% | +16.2% | +14.1% |
| 1Y | +31.0% | -13.5% | +44.5% | +34.5% |
| 3Y | +45.4% | +25.0% | +20.5% | +23.7% |
| All | +53.9% | +23.1% | +30.8% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling