+12.5%
FDS vs TW
+209.8%
-197.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.4% | -5.6% |
| 7D | -16.0% | -2.7% | -13.3% | -14.9% |
| 30D | -6.7% | -1.7% | -5.0% | -6.0% |
| 3M | +6.0% | +1.6% | +4.4% | +5.1% |
| 6M | +25.1% | -17.7% | +42.8% | +35.4% |
| YTD | -8.1% | -4.3% | -3.8% | -7.0% |
| 1Y | -26.0% | -13.1% | -12.9% | -21.9% |
| 3Y | -36.4% | +20.3% | -56.7% | -43.5% |
| 5Y | -27.7% | +22.0% | -49.7% | -37.6% |
| All | +12.5% | +209.8% | -197.4% | -34.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling