-15.8%
F vs TW
+37.3%
-53.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +1.6% | +4.2% | -2.7% | +0.8% |
| 30D | +2.6% | +18.9% | -16.3% | -0.7% |
| 3M | -8.8% | +23.8% | -32.6% | -12.6% |
| 6M | +4.6% | +17.0% | -12.4% | +1.2% |
| YTD | -1.9% | +19.2% | -21.1% | -6.3% |
| 1Y | -0.8% | +20.1% | -20.9% | -5.5% |
| 3Y | +43.5% | +40.5% | +3.0% | +21.7% |
| All | -15.8% | +37.3% | -53.1% | -37.0% |
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