+61.1%
FE vs TW
+221.1%
-160.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +1.9% | -2.3% | +4.3% | +2.4% |
| 30D | -1.2% | +3.9% | -5.1% | -2.0% |
| 3M | +3.5% | +5.7% | -2.2% | +1.9% |
| 6M | -6.1% | -14.5% | +8.5% | -3.4% |
| YTD | +7.6% | -0.9% | +8.5% | +6.8% |
| 1Y | +11.9% | -13.5% | +25.4% | +14.4% |
| 3Y | +48.4% | +25.0% | +23.4% | +36.4% |
| 5Y | +44.8% | +22.7% | +22.1% | +30.9% |
| All | +61.1% | +221.1% | -160.1% | +13.0% |
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