+102.3%
FIVE vs TW
+211.2%
-109.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +5.0% | -0.6% | +5.6% | +5.1% |
| 3M | +29.5% | +3.4% | +26.1% | +26.4% |
| 6M | +12.4% | -18.4% | +30.9% | +20.1% |
| YTD | +31.2% | -3.9% | +35.1% | +30.4% |
| 1Y | +72.9% | -13.3% | +86.2% | +78.9% |
| 3Y | +53.0% | +20.8% | +32.2% | +28.4% |
| 5Y | +34.2% | +20.3% | +13.9% | +10.0% |
| All | +102.3% | +211.2% | -109.0% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling