+35.8%
FIVE vs TW
+39.9%
-4.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.3% | +4.2% | -4.5% | -0.5% |
| 30D | +17.7% | +18.9% | -1.3% | +16.3% |
| 3M | +4.0% | +23.8% | -19.8% | +2.6% |
| 6M | +2.6% | +17.0% | -14.4% | +1.4% |
| YTD | +27.6% | +19.2% | +8.3% | +25.7% |
| 1Y | +59.9% | +20.1% | +39.8% | +57.4% |
| 3Y | +35.8% | +40.5% | -4.7% | +33.3% |
| All | +35.8% | +39.9% | -4.2% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling