+3,030.2%
FIX vs TW
+221.1%
+2,809.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +6.0% | -2.3% | +8.4% | +6.7% |
| 30D | -7.2% | +3.9% | -11.2% | -8.3% |
| 3M | -15.9% | +5.7% | -21.6% | -18.3% |
| 6M | +12.7% | -14.5% | +27.3% | +16.5% |
| YTD | +72.8% | -0.9% | +73.7% | +69.2% |
| 1Y | +122.9% | -13.5% | +136.4% | +128.1% |
| 3Y | +774.3% | +25.0% | +749.3% | +687.2% |
| 5Y | +2,049.5% | +22.7% | +2,026.8% | +1,807.6% |
| All | +3,030.2% | +221.1% | +2,809.1% | +2,157.4% |
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