+135.3%
GM vs TW
+211.2%
-76.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -4.6% | -0.6% | -4.0% | -4.4% |
| 3M | +0.2% | +3.4% | -3.2% | -1.1% |
| 6M | +12.6% | -18.4% | +31.1% | +18.1% |
| YTD | +3.7% | -3.9% | +7.6% | +3.0% |
| 1Y | +45.6% | -13.3% | +59.0% | +49.2% |
| 3Y | +162.0% | +20.8% | +141.1% | +130.0% |
| 5Y | +80.5% | +20.3% | +60.2% | +54.1% |
| All | +135.3% | +211.2% | -76.0% | +45.1% |
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 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