+19.4%
FDS vs TW
+211.2%
-191.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -8.8% | -0.5% | -8.3% | -8.6% |
| 30D | -1.4% | -0.6% | -0.8% | -1.2% |
| 3M | +13.9% | +3.4% | +10.5% | +12.1% |
| 6M | +27.4% | -18.4% | +45.8% | +38.5% |
| YTD | -2.5% | -3.9% | +1.4% | -1.5% |
| 1Y | -23.8% | -13.3% | -10.5% | -19.5% |
| 3Y | -32.5% | +20.8% | -53.3% | -40.1% |
| 5Y | -23.2% | +20.3% | -43.5% | -33.2% |
| All | +19.4% | +211.2% | -191.8% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling