+156.0%
MA vs TW
+221.1%
-65.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | +1.5% | +3.9% | -2.4% | +0.2% |
| 3M | +20.4% | +5.7% | +14.7% | +17.4% |
| 6M | +11.1% | -14.5% | +25.7% | +16.3% |
| YTD | +2.0% | -0.9% | +2.8% | +1.1% |
| 1Y | -2.2% | -13.5% | +11.4% | +1.5% |
| 3Y | +41.9% | +25.0% | +16.9% | +26.0% |
| 5Y | +75.4% | +22.7% | +52.7% | +52.6% |
| All | +156.0% | +221.1% | -65.1% | +61.2% |
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 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