-6.7%
IP vs TW
+19.3%
-26.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.0% |
| 7D | -0.9% | +3.2% | -4.1% | -0.7% |
| 30D | +6.7% | +19.7% | -13.0% | +7.9% |
| 3M | -16.6% | +26.8% | -43.4% | -15.2% |
| 6M | +6.0% | +20.9% | -14.9% | +8.4% |
| YTD | -10.7% | +22.9% | -33.6% | -7.7% |
| 1Y | -6.7% | +20.4% | -27.0% | -2.1% |
| All | -6.7% | +19.3% | -26.0% | -2.1% |
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 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