+1,877.8%
FIX vs TW
+286.2%
+1,591.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -17.5% | +4.2% | -21.7% | -18.3% |
| 30D | -41.6% | +18.9% | -60.5% | -44.2% |
| 3M | -40.6% | +23.8% | -64.4% | -44.0% |
| 6M | -49.4% | +17.0% | -66.4% | -52.1% |
| YTD | +9.2% | +19.2% | -10.1% | +1.7% |
| 1Y | +6.5% | +20.1% | -13.6% | -1.2% |
| 3Y | +448.7% | +40.5% | +408.2% | +380.6% |
| 5Y | +948.7% | +38.0% | +910.7% | +801.8% |
| All | +1,877.8% | +286.2% | +1,591.6% | +1,256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling