+9.2%
GAP vs TW
+20.8%
-11.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +8.1% |
| 7D | +8.0% | +6.0% | +2.0% | +8.5% |
| 30D | +2.7% | +18.6% | -15.9% | +4.1% |
| 3M | +16.0% | +26.5% | -10.5% | +18.6% |
| 6M | +2.0% | +13.1% | -11.1% | +1.6% |
| YTD | -4.4% | +18.5% | -23.0% | -3.2% |
| 1Y | +9.2% | +21.7% | -12.5% | +10.0% |
| All | +9.2% | +20.8% | -11.6% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling