+2,049.7%
FIX vs TW
+291.9%
+1,757.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -13.9% | +3.1% | -17.1% | -14.6% |
| 30D | -35.5% | +16.7% | -52.2% | -38.1% |
| 3M | -33.9% | +25.2% | -59.1% | -37.9% |
| 6M | -43.3% | +19.5% | -62.8% | -46.7% |
| YTD | +18.7% | +21.0% | -2.3% | +10.1% |
| 1Y | +13.8% | +19.0% | -5.2% | +6.1% |
| 3Y | +495.0% | +40.7% | +454.3% | +421.6% |
| 5Y | +1,049.0% | +40.1% | +1,008.9% | +884.5% |
| All | +2,049.7% | +291.9% | +1,757.7% | +1,368.8% |
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