+99.7%
LOW vs TW
+206.7%
-107.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.7% | -4.5% | +0.8% | -2.4% |
| 30D | -8.9% | -2.3% | -6.6% | -8.3% |
| 3M | -10.4% | +2.6% | -13.0% | -11.5% |
| 6M | -19.4% | -17.5% | -1.9% | -15.4% |
| YTD | -17.1% | -5.3% | -11.8% | -17.1% |
| 1Y | -26.3% | -14.8% | -11.5% | -23.8% |
| 3Y | -9.9% | +18.8% | -28.7% | -21.2% |
| 5Y | +6.1% | +20.7% | -14.6% | -10.0% |
| All | +99.7% | +206.7% | -107.0% | +14.2% |
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