+6.3%
FE vs TW
+20.8%
-14.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +1.7% | +6.0% | -4.3% | +1.4% |
| 30D | +8.1% | +18.6% | -10.4% | +7.2% |
| 3M | -1.3% | +26.5% | -27.9% | -2.5% |
| 6M | +2.9% | +13.1% | -10.2% | +2.4% |
| YTD | +8.6% | +18.5% | -10.0% | +7.5% |
| 1Y | +6.3% | +21.7% | -15.4% | +4.6% |
| All | +6.3% | +20.8% | -14.4% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling