+168.1%
MAR vs TW
+206.7%
-38.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -0.5% | -4.5% | +3.9% | +0.7% |
| 30D | -5.4% | -2.3% | -3.2% | -4.9% |
| 3M | -15.5% | +2.6% | -18.1% | -16.4% |
| 6M | +3.0% | -17.5% | +20.5% | +7.6% |
| YTD | +8.5% | -5.3% | +13.8% | +8.7% |
| 1Y | +26.0% | -14.8% | +40.7% | +29.8% |
| 3Y | +68.6% | +18.8% | +49.8% | +53.2% |
| 5Y | +157.4% | +20.7% | +136.7% | +127.4% |
| All | +168.1% | +206.7% | -38.6% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling