+188.5%
IR vs TW
+221.1%
-32.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -2.8% | -2.3% | -0.5% | -2.2% |
| 30D | -15.1% | +3.9% | -19.1% | -16.0% |
| 3M | +6.1% | +5.7% | +0.4% | +3.9% |
| 6M | -16.8% | -14.5% | -2.3% | -13.9% |
| YTD | -3.5% | -0.9% | -2.7% | -4.8% |
| 1Y | -3.5% | -13.5% | +10.0% | -1.0% |
| 3Y | +9.5% | +25.0% | -15.5% | -2.1% |
| 5Y | +45.1% | +22.7% | +22.4% | +27.5% |
| All | +188.5% | +221.1% | -32.6% | +88.2% |
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 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