+26.2%
MAR vs TW
-15.9%
+42.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -4.2% | -2.3% | -1.8% | -4.1% |
| 30D | -6.7% | +3.9% | -10.6% | -6.8% |
| 3M | -12.5% | +5.7% | -18.2% | -12.4% |
| 6M | +0.6% | -14.5% | +15.1% | +1.6% |
| YTD | +9.1% | -0.9% | +10.0% | +8.9% |
| 1Y | +26.2% | -13.5% | +39.7% | +28.9% |
| All | +26.2% | -15.9% | +42.1% | +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 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