+28.8%
FTV vs TW
+301.3%
-272.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +3.9% | +3.9% | 0.0% | +2.8% |
| 30D | +18.7% | +19.9% | -1.3% | +12.7% |
| 3M | +10.0% | +25.9% | -15.9% | +2.9% |
| 6M | +14.6% | +21.1% | -6.6% | +7.7% |
| YTD | +23.4% | +23.9% | -0.5% | +14.7% |
| 1Y | +31.3% | +21.2% | +10.1% | +22.7% |
| 3Y | +39.8% | +44.8% | -5.0% | +20.7% |
| 5Y | +17.7% | +41.4% | -23.7% | -0.1% |
| All | +28.8% | +301.3% | -272.6% | -20.9% |
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 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