+99.1%
FFIV vs TW
+20.0%
+79.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +3.9% | +3.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | -1.3% | -0.6% | -0.7% | -1.2% |
| 3M | +2.4% | +3.4% | -1.0% | +0.5% |
| 6M | +41.8% | -18.4% | +60.3% | +50.4% |
| YTD | +58.5% | -3.9% | +62.4% | +58.7% |
| 1Y | +24.3% | -13.3% | +37.7% | +28.7% |
| 3Y | +152.0% | +20.8% | +131.2% | +120.3% |
| 5Y | +99.1% | +20.3% | +78.8% | +91.2% |
| All | +99.1% | +20.0% | +79.1% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling