+19.3%
M vs TW
+221.1%
-201.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | +4.7% | -2.3% | +7.1% | +5.4% |
| 30D | -9.6% | +3.9% | -13.6% | -10.7% |
| 3M | +0.9% | +5.7% | -4.9% | -1.6% |
| 6M | +22.3% | -14.5% | +36.8% | +26.8% |
| YTD | +6.5% | -0.9% | +7.4% | +4.4% |
| 1Y | +38.8% | -13.5% | +52.3% | +42.4% |
| 3Y | +115.9% | +25.0% | +90.9% | +84.8% |
| 5Y | +28.6% | +22.7% | +5.9% | +8.1% |
| All | +19.3% | +221.1% | -201.8% | -28.9% |
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