+8.5%
IR vs TW
+21.9%
-13.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.3% |
| 7D | +0.6% | -3.5% | +4.1% | +1.0% |
| 30D | -13.6% | +0.5% | -14.1% | -13.7% |
| 3M | +3.7% | +4.9% | -1.3% | +2.9% |
| 6M | -13.1% | -17.1% | +4.1% | -10.6% |
| YTD | -5.1% | -3.9% | -1.3% | -5.4% |
| 1Y | -6.5% | -13.3% | +6.8% | -4.5% |
| 3Y | +8.5% | +20.9% | -12.4% | -2.2% |
| All | +8.5% | +21.9% | -13.4% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling