+43.2%
FDS vs TW
+294.9%
-251.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | +18.8% | +25.2% | -6.4% | +7.7% |
| 6M | +54.1% | +19.1% | +35.0% | +42.4% |
| YTD | +17.0% | +21.9% | -4.9% | +6.6% |
| 1Y | +25.5% | +18.9% | +6.6% | +15.5% |
| 3Y | -23.3% | +41.7% | -65.1% | -36.4% |
| 5Y | -22.6% | +40.4% | -63.0% | -36.9% |
| All | +43.2% | +294.9% | -251.6% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling