+13.8%
FIX vs TW
+19.2%
-5.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.2% |
| 7D | -13.9% | +3.1% | -17.1% | -12.6% |
| 30D | -35.5% | +16.7% | -52.2% | -30.8% |
| 3M | -33.9% | +25.2% | -59.1% | -26.8% |
| 6M | -43.3% | +19.5% | -62.8% | -36.4% |
| YTD | +18.7% | +21.0% | -2.3% | +31.5% |
| 1Y | +13.8% | +19.0% | -5.2% | +27.0% |
| All | +13.8% | +19.2% | -5.5% | +27.0% |
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