+130.7%
FIX vs TW
-13.1%
+143.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +1.2% |
| 7D | +6.1% | -3.5% | +9.5% | +4.6% |
| 30D | -2.7% | +0.5% | -3.2% | -2.4% |
| 3M | -10.9% | +4.9% | -15.9% | -9.3% |
| 6M | +29.0% | -17.1% | +46.1% | +29.8% |
| YTD | +76.9% | -3.9% | +80.7% | +77.8% |
| 1Y | +130.7% | -13.3% | +144.0% | +123.6% |
| All | +130.7% | -13.1% | +143.8% | +123.6% |
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