+130.0%
F vs TW
+221.1%
-91.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +5.3% | -2.3% | +7.7% | +5.9% |
| 30D | +4.6% | +3.9% | +0.7% | +3.5% |
| 3M | -3.7% | +5.7% | -9.4% | -5.5% |
| 6M | +16.8% | -14.5% | +31.3% | +20.7% |
| YTD | +15.3% | -0.9% | +16.2% | +13.9% |
| 1Y | +31.0% | -13.5% | +44.5% | +34.3% |
| 3Y | +45.4% | +25.0% | +20.5% | +27.8% |
| 5Y | +54.7% | +22.7% | +32.0% | +32.4% |
| All | +130.0% | +221.1% | -91.1% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling