+65.8%
MAR vs TW
+20.3%
+45.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -2.1% | -2.7% | +0.6% | -1.7% |
| 30D | -5.7% | -1.7% | -3.9% | -5.4% |
| 3M | -14.6% | +1.6% | -16.2% | -14.9% |
| 6M | +1.3% | -17.7% | +19.0% | +4.0% |
| YTD | +6.7% | -4.3% | +11.0% | +6.6% |
| 1Y | +26.4% | -13.1% | +39.5% | +28.5% |
| All | +65.8% | +20.3% | +45.5% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling