+72.9%
FIVE vs TW
-13.2%
+86.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +5.0% | -0.6% | +5.6% | +5.1% |
| 3M | +29.5% | +3.4% | +26.1% | +28.4% |
| 6M | +12.4% | -18.4% | +30.9% | +15.8% |
| YTD | +31.2% | -3.9% | +35.1% | +31.1% |
| 1Y | +72.9% | -13.3% | +86.2% | +69.2% |
| All | +72.9% | -13.2% | +86.1% | +69.2% |
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