-45.6%
IT vs TW
+19.6%
-65.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -12.7% | -2.7% | -10.0% | -11.7% |
| 30D | -8.9% | -1.7% | -7.2% | -8.2% |
| 3M | +10.1% | +1.6% | +8.5% | +9.7% |
| 6M | +7.3% | -17.7% | +25.0% | +14.9% |
| YTD | -32.4% | -4.3% | -28.0% | -31.4% |
| 1Y | -26.6% | -13.1% | -13.5% | -23.2% |
| 3Y | -51.8% | +20.3% | -72.1% | -57.5% |
| 5Y | -45.6% | +22.0% | -67.6% | -52.4% |
| All | -45.6% | +19.6% | -65.2% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling