+8.0%
FTV vs TW
+221.1%
-213.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -4.5% | -2.3% | -2.2% | -3.9% |
| 30D | -7.1% | +3.9% | -11.0% | -8.1% |
| 3M | -7.2% | +5.7% | -12.9% | -9.2% |
| 6M | -1.5% | -14.5% | +13.0% | +2.4% |
| YTD | +3.5% | -0.9% | +4.3% | +2.6% |
| 1Y | +20.3% | -13.5% | +33.9% | +24.1% |
| 3Y | -3.1% | +25.0% | -28.1% | -13.1% |
| 5Y | +2.3% | +22.7% | -20.3% | -9.7% |
| All | +8.0% | +221.1% | -213.1% | -29.2% |
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