+25.8%
M vs TW
+19.9%
+6.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -0.8% |
| 7D | -3.3% | +2.8% | -6.2% | -2.7% |
| 30D | +8.1% | +18.1% | -10.0% | +12.0% |
| 3M | +2.2% | +25.2% | -23.0% | +7.5% |
| 6M | +35.1% | +19.1% | +16.0% | +41.6% |
| YTD | +15.8% | +21.9% | -6.1% | +21.1% |
| 1Y | +25.8% | +18.9% | +6.9% | +36.2% |
| All | +25.8% | +19.9% | +6.0% | +36.2% |
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 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