+103.7%
LOW vs TW
+211.4%
-107.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.9% |
| 7D | +0.4% | -3.5% | +3.9% | +1.4% |
| 30D | -10.1% | +0.5% | -10.6% | -10.3% |
| 3M | -2.9% | +4.9% | -7.8% | -4.7% |
| 6M | -19.4% | -17.1% | -2.3% | -15.5% |
| YTD | -15.4% | -3.9% | -11.6% | -15.8% |
| 1Y | -24.9% | -13.3% | -11.7% | -22.8% |
| 3Y | -7.8% | +20.9% | -28.7% | -19.8% |
| 5Y | +8.4% | +20.5% | -12.1% | -7.8% |
| All | +103.7% | +211.4% | -107.7% | +16.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling