+24.9%
M vs TW
-14.0%
+38.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.8% |
| 7D | -8.8% | -2.7% | -6.0% | -9.3% |
| 30D | -16.4% | -1.7% | -14.7% | -16.6% |
| 3M | -10.8% | +1.6% | -12.4% | -9.9% |
| 6M | +16.1% | -17.7% | +33.8% | +14.4% |
| YTD | -5.3% | -4.3% | -0.9% | -6.2% |
| 1Y | +24.9% | -13.1% | +38.0% | +22.8% |
| All | +24.9% | -14.0% | +38.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling