+183.5%
MAR vs TW
+41.2%
+142.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.6% | +3.9% | -2.3% | +0.7% |
| 30D | +13.8% | +19.9% | -6.1% | +9.1% |
| 3M | +20.3% | +25.9% | -5.7% | +13.9% |
| 6M | +21.3% | +21.1% | +0.2% | +15.6% |
| YTD | +37.2% | +23.9% | +13.3% | +29.0% |
| 1Y | +48.4% | +21.2% | +27.2% | +40.4% |
| 3Y | +120.1% | +44.8% | +75.3% | +89.5% |
| All | +183.5% | +41.2% | +142.3% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling