+30.9%
M vs TW
+291.9%
-261.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +5.0% | +3.1% | +1.9% | +4.2% |
| 30D | +10.6% | +16.7% | -6.1% | +5.9% |
| 3M | +1.6% | +25.2% | -23.6% | -4.9% |
| 6M | +30.8% | +19.5% | +11.4% | +23.1% |
| YTD | +16.9% | +21.0% | -4.1% | +8.1% |
| 1Y | +26.3% | +19.0% | +7.3% | +17.5% |
| 3Y | +158.6% | +40.7% | +117.9% | +116.3% |
| 5Y | +2.1% | +40.1% | -38.1% | -17.4% |
| All | +30.9% | +291.9% | -261.0% | -26.3% |
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