-22.6%
FDS vs TW
+41.3%
-63.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | -2.1% | +2.8% | -5.0% | -3.3% |
| 30D | +16.0% | +18.1% | -2.0% | +8.3% |
| 3M | +18.8% | +25.2% | -6.4% | +8.3% |
| 6M | +54.1% | +19.1% | +35.0% | +42.9% |
| YTD | +17.0% | +21.9% | -4.9% | +7.3% |
| 1Y | +25.5% | +18.9% | +6.6% | +16.2% |
| 3Y | -23.3% | +41.7% | -65.1% | -35.3% |
| 5Y | -22.6% | +40.4% | -63.0% | -34.4% |
| All | -22.6% | +41.3% | -63.9% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling