+30.2%
M vs TW
+287.8%
-257.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +8.0% |
| 7D | +2.5% | +3.4% | -0.9% | +1.6% |
| 30D | +10.1% | +15.5% | -5.4% | +5.6% |
| 3M | -0.9% | +25.1% | -26.1% | -7.3% |
| 6M | +30.2% | +18.2% | +12.0% | +22.8% |
| YTD | +16.3% | +19.7% | -3.4% | +7.9% |
| 1Y | +27.0% | +18.1% | +8.8% | +18.3% |
| 3Y | +154.5% | +40.5% | +114.0% | +112.6% |
| 5Y | -1.1% | +37.1% | -38.2% | -19.4% |
| All | +30.2% | +287.8% | -257.5% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling