-23.9%
FDS vs TW
+44.1%
-68.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +1.5% | +3.9% | -2.5% | -0.1% |
| 30D | +14.8% | +19.9% | -5.1% | +6.6% |
| 3M | +16.3% | +25.9% | -9.7% | +5.9% |
| 6M | +66.2% | +21.1% | +45.1% | +53.0% |
| YTD | +16.2% | +23.9% | -7.7% | +6.5% |
| 1Y | +21.8% | +21.2% | +0.6% | +12.3% |
| 3Y | -23.9% | +44.8% | -68.7% | -31.9% |
| All | -23.9% | +44.1% | -68.0% | -31.9% |
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