+92.8%
FFIV vs TW
+294.9%
-202.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -2.9% | +2.8% | -5.8% | -3.7% |
| 30D | -32.4% | +18.1% | -50.5% | -35.5% |
| 3M | -22.7% | +25.2% | -47.9% | -27.6% |
| 6M | -10.7% | +19.1% | -29.8% | -15.6% |
| YTD | +25.4% | +21.9% | +3.5% | +17.2% |
| 1Y | +34.2% | +18.9% | +15.2% | +26.4% |
| 3Y | +101.2% | +41.7% | +59.5% | +75.4% |
| 5Y | +42.0% | +40.4% | +1.5% | +20.9% |
| All | +92.8% | +294.9% | -202.1% | +26.8% |
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