+16.8%
IP vs TW
+221.1%
-204.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -5.3% | -2.3% | -2.9% | -4.8% |
| 30D | -10.9% | +3.9% | -14.8% | -11.6% |
| 3M | +11.2% | +5.7% | +5.5% | +9.3% |
| 6M | -10.2% | -14.5% | +4.3% | -7.6% |
| YTD | -2.0% | -0.9% | -1.1% | -2.9% |
| 1Y | -19.1% | -13.5% | -5.6% | -17.3% |
| 3Y | +20.9% | +25.0% | -4.1% | +11.0% |
| 5Y | -17.8% | +22.7% | -40.5% | -26.0% |
| All | +16.8% | +221.1% | -204.3% | -16.8% |
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