+11.6%
FE vs TW
-13.1%
+24.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | +0.6% | -3.5% | +4.1% | +0.8% |
| 30D | -2.1% | +0.5% | -2.6% | -2.2% |
| 3M | +2.6% | +4.9% | -2.3% | +2.4% |
| 6M | -6.8% | -17.1% | +10.3% | -5.9% |
| YTD | +6.9% | -3.9% | +10.7% | +6.9% |
| 1Y | +11.6% | -13.3% | +24.8% | +11.8% |
| All | +11.6% | -13.1% | +24.6% | +11.8% |
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