-51.6%
IT vs TW
+20.8%
-72.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.1% | -0.5% | -8.6% | -8.9% |
| 30D | -12.2% | -0.6% | -11.6% | -11.9% |
| 3M | +7.8% | +3.4% | +4.4% | +7.1% |
| 6M | +2.0% | -18.4% | +20.4% | +7.8% |
| YTD | -32.7% | -3.9% | -28.8% | -31.9% |
| 1Y | -31.1% | -13.3% | -17.8% | -28.6% |
| All | -51.6% | +20.8% | -72.4% | -53.5% |
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