+5.8%
GAP vs TW
+20.0%
-14.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -0.7% | -0.6% | -0.1% | -0.6% |
| 3M | -0.5% | +3.4% | -3.9% | -1.6% |
| 6M | -5.0% | -18.4% | +13.5% | -0.6% |
| YTD | -14.7% | -3.9% | -10.8% | -15.3% |
| 1Y | -8.6% | -13.3% | +4.7% | -6.4% |
| 3Y | +108.4% | +20.8% | +87.5% | +70.6% |
| 5Y | +5.8% | +20.3% | -14.5% | -20.5% |
| All | +5.8% | +20.0% | -14.3% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling