+14.4%
FIX vs TW
+20.8%
-6.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.0% | -16.1% | -14.6% |
| 7D | -18.9% | +6.0% | -24.9% | -16.6% |
| 30D | -36.3% | +18.6% | -54.9% | -31.2% |
| 3M | -38.5% | +26.5% | -65.1% | -31.6% |
| 6M | -42.3% | +13.1% | -55.4% | -36.0% |
| YTD | +17.1% | +18.5% | -1.4% | +28.7% |
| 1Y | +14.4% | +21.7% | -7.3% | +27.4% |
| All | +14.4% | +20.8% | -6.4% | +27.4% |
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 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