+135.2%
FFIV vs TW
+221.1%
-85.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.0% | -2.3% | +1.4% | -0.3% |
| 30D | -5.1% | +3.9% | -9.0% | -6.1% |
| 3M | -4.5% | +5.7% | -10.2% | -6.6% |
| 6M | +36.5% | -14.5% | +51.0% | +41.9% |
| YTD | +53.0% | -0.9% | +53.8% | +51.8% |
| 1Y | +24.2% | -13.5% | +37.7% | +28.1% |
| 3Y | +137.2% | +25.0% | +112.2% | +113.5% |
| 5Y | +91.8% | +22.7% | +69.1% | +69.9% |
| All | +135.2% | +221.1% | -85.9% | +64.1% |
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