+11.3%
M vs TW
+211.2%
-199.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -4.1% | -0.5% | -3.5% | -3.9% |
| 30D | -13.6% | -0.6% | -13.0% | -13.5% |
| 3M | -2.3% | +3.4% | -5.7% | -4.0% |
| 6M | +21.9% | -18.4% | +40.4% | +28.2% |
| YTD | -0.6% | -3.9% | +3.3% | -1.7% |
| 1Y | +29.7% | -13.3% | +43.1% | +32.7% |
| 3Y | +107.3% | +20.8% | +86.4% | +79.2% |
| 5Y | +20.5% | +20.3% | +0.2% | +1.8% |
| All | +11.3% | +211.2% | -199.9% | -33.0% |
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 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