-52.0%
FIG vs TW
+21.1%
-73.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.3% |
| 7D | +3.4% | +3.9% | -0.5% | +1.1% |
| 30D | -9.5% | +19.9% | -29.4% | -18.9% |
| 3M | -26.2% | +25.9% | -52.1% | -35.8% |
| 6M | +2.7% | +21.1% | -18.4% | -7.7% |
| YTD | -48.0% | +23.9% | -71.9% | -52.1% |
| 1Y | -52.0% | +21.2% | -73.3% | -55.5% |
| All | -52.0% | +21.1% | -73.1% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling