+59.9%
FE vs TW
+211.4%
-151.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +0.6% | -3.5% | +4.1% | +1.3% |
| 30D | -2.1% | +0.5% | -2.6% | -2.3% |
| 3M | +2.6% | +4.9% | -2.3% | +1.2% |
| 6M | -6.8% | -17.1% | +10.3% | -3.5% |
| YTD | +6.9% | -3.9% | +10.7% | +6.8% |
| 1Y | +11.6% | -13.3% | +24.8% | +13.9% |
| 3Y | +47.7% | +20.9% | +26.8% | +36.6% |
| 5Y | +46.2% | +20.5% | +25.7% | +32.5% |
| All | +59.9% | +211.4% | -151.5% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling