-9.9%
LOW vs TW
+19.1%
-28.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -3.7% | -4.5% | +0.8% | -3.6% |
| 30D | -8.9% | -2.3% | -6.6% | -8.8% |
| 3M | -10.4% | +2.6% | -13.0% | -10.4% |
| 6M | -19.4% | -17.5% | -1.9% | -19.2% |
| YTD | -17.1% | -5.3% | -11.8% | -17.2% |
| 1Y | -26.3% | -14.8% | -11.5% | -26.1% |
| 3Y | -9.9% | +18.8% | -28.7% | -12.1% |
| All | -9.9% | +19.1% | -28.9% | -12.1% |
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