+91.2%
FFIV vs TW
+291.9%
-200.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -4.2% | +3.1% | -7.3% | -5.0% |
| 30D | -33.9% | +16.7% | -50.6% | -36.7% |
| 3M | -22.6% | +25.2% | -47.8% | -27.5% |
| 6M | -10.4% | +19.5% | -29.8% | -15.4% |
| YTD | +24.3% | +21.0% | +3.3% | +16.5% |
| 1Y | +31.8% | +19.0% | +12.8% | +24.1% |
| 3Y | +99.5% | +40.7% | +58.8% | +74.3% |
| 5Y | +40.7% | +40.1% | +0.6% | +19.9% |
| All | +91.2% | +291.9% | -200.8% | +25.9% |
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