+106.4%
FIVE vs TW
+221.1%
-114.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | +4.3% | -2.3% | +6.6% | +5.2% |
| 30D | +12.5% | +3.9% | +8.6% | +10.8% |
| 3M | +31.2% | +5.7% | +25.5% | +27.1% |
| 6M | +14.4% | -14.5% | +28.9% | +20.0% |
| YTD | +33.9% | -0.9% | +34.8% | +31.6% |
| 1Y | +65.1% | -13.5% | +78.6% | +71.2% |
| 3Y | +49.0% | +25.0% | +24.0% | +23.4% |
| 5Y | +30.3% | +22.7% | +7.6% | +6.2% |
| All | +106.4% | +221.1% | -114.7% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling