-30.1%
FDS vs TW
+21.9%
-52.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.2% |
| 7D | -5.4% | -3.5% | -1.9% | -4.1% |
| 30D | +1.6% | +0.5% | +1.1% | +1.4% |
| 3M | +17.7% | +4.9% | +12.8% | +15.8% |
| 6M | +29.1% | -17.1% | +46.2% | +37.0% |
| YTD | +1.0% | -3.9% | +4.8% | +2.4% |
| 1Y | -21.6% | -13.3% | -8.4% | -18.0% |
| 3Y | -30.1% | +20.9% | -51.0% | -33.0% |
| All | -30.1% | +21.9% | -52.0% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling