+86.2%
FFIV vs TW
+301.3%
-215.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -0.5% | +3.9% | -4.5% | -1.6% |
| 30D | -32.4% | +19.9% | -52.3% | -35.7% |
| 3M | -25.7% | +25.9% | -51.6% | -30.4% |
| 6M | -13.5% | +21.1% | -34.6% | -18.7% |
| YTD | +21.1% | +23.9% | -2.8% | +12.8% |
| 1Y | +29.4% | +21.2% | +8.2% | +21.2% |
| 3Y | +94.9% | +44.8% | +50.1% | +68.9% |
| 5Y | +34.7% | +41.4% | -6.7% | +14.5% |
| All | +86.2% | +301.3% | -215.1% | +21.9% |
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