+65.1%
FIVE vs TW
-15.9%
+81.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.1% |
| 7D | +4.3% | -2.3% | +6.6% | +4.4% |
| 30D | +12.5% | +3.9% | +8.6% | +12.4% |
| 3M | +31.2% | +5.7% | +25.5% | +30.1% |
| 6M | +14.4% | -14.5% | +28.9% | +17.1% |
| YTD | +33.9% | -0.9% | +34.8% | +33.5% |
| 1Y | +65.1% | -13.5% | +78.6% | +54.8% |
| All | +65.1% | -15.9% | +81.0% | +54.8% |
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 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