+25.1%
IT vs TW
+301.3%
-276.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +1.1% | +3.9% | -2.8% | -0.4% |
| 30D | -1.8% | +19.9% | -21.8% | -8.3% |
| 3M | +4.8% | +25.9% | -21.1% | -3.8% |
| 6M | +33.0% | +21.1% | +11.9% | +23.6% |
| YTD | -23.8% | +23.9% | -47.7% | -29.9% |
| 1Y | -16.5% | +21.2% | -37.8% | -22.7% |
| 3Y | -53.6% | +44.8% | -98.4% | -60.9% |
| 5Y | -42.1% | +41.4% | -83.5% | -52.0% |
| All | +25.1% | +301.3% | -276.2% | -26.9% |
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