+21.4%
IT vs TW
+221.1%
-199.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.9% |
| 7D | -6.0% | -2.3% | -3.7% | -5.2% |
| 30D | 0.0% | +3.9% | -3.9% | -1.4% |
| 3M | +13.1% | +5.7% | +7.4% | +10.8% |
| 6M | +11.7% | -14.5% | +26.2% | +17.7% |
| YTD | -26.1% | -0.9% | -25.2% | -26.2% |
| 1Y | -21.3% | -13.5% | -7.7% | -17.7% |
| 3Y | -46.7% | +25.0% | -71.7% | -52.7% |
| 5Y | -40.5% | +22.7% | -63.2% | -47.9% |
| All | +21.4% | +221.1% | -199.7% | -23.0% |
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