+3.7%
FTV vs TW
+206.7%
-203.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -4.0% | -4.5% | +0.5% | -2.7% |
| 30D | -11.0% | -2.3% | -8.8% | -10.5% |
| 3M | -8.4% | +2.6% | -11.0% | -9.6% |
| 6M | -2.6% | -17.5% | +15.0% | +2.4% |
| YTD | -0.6% | -5.3% | +4.7% | -0.2% |
| 1Y | +11.0% | -14.8% | +25.7% | +14.8% |
| 3Y | -6.3% | +18.8% | -25.2% | -14.7% |
| 5Y | -1.5% | +20.7% | -22.3% | -12.8% |
| All | +3.7% | +206.7% | -203.0% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling