+502.5%
FIX vs TW
+42.9%
+459.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.8% |
| 7D | +17.0% | +3.2% | +13.8% | +16.9% |
| 30D | -30.6% | +19.7% | -50.3% | -31.4% |
| 3M | -35.0% | +26.8% | -61.9% | -36.1% |
| 6M | -44.0% | +20.9% | -64.8% | -44.5% |
| YTD | +21.1% | +22.9% | -1.7% | +17.9% |
| 1Y | +16.3% | +20.4% | -4.1% | +14.0% |
| All | +502.5% | +42.9% | +459.6% | +464.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling