-3.5%
IR vs TW
-15.9%
+12.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.4% |
| 7D | -2.8% | -2.3% | -0.5% | -3.1% |
| 30D | -15.1% | +3.9% | -19.1% | -14.8% |
| 3M | +6.1% | +5.7% | +0.4% | +6.8% |
| 6M | -16.8% | -14.5% | -2.3% | -17.5% |
| YTD | -3.5% | -0.9% | -2.7% | -3.4% |
| 1Y | -3.5% | -13.5% | +10.0% | -7.8% |
| All | -3.5% | -15.9% | +12.4% | -7.8% |
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 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