+178.0%
IR vs TW
+211.2%
-33.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -15.0% | -0.6% | -14.4% | -15.0% |
| 3M | -0.4% | +3.4% | -3.8% | -1.9% |
| 6M | -15.0% | -18.4% | +3.4% | -10.9% |
| YTD | -7.1% | -3.9% | -3.1% | -7.5% |
| 1Y | -7.5% | -13.3% | +5.8% | -5.3% |
| 3Y | +6.3% | +20.8% | -14.5% | -4.1% |
| 5Y | +37.3% | +20.3% | +17.1% | +21.2% |
| All | +178.0% | +211.2% | -33.2% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling