+2,105.4%
FIX vs TW
+23.1%
+2,082.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +6.0% | -2.3% | +8.4% | +6.6% |
| 30D | -7.2% | +3.9% | -11.2% | -8.2% |
| 3M | -15.9% | +5.7% | -21.6% | -18.4% |
| 6M | +12.7% | -14.5% | +27.3% | +17.5% |
| YTD | +72.8% | -0.9% | +73.7% | +69.0% |
| 1Y | +122.9% | -13.5% | +136.4% | +130.3% |
| 3Y | +774.3% | +25.0% | +749.3% | +665.5% |
| All | +2,105.4% | +23.1% | +2,082.3% | +1,782.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling