+154.9%
MAR vs TW
+20.2%
+134.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -4.7% | -0.6% | -4.1% | -4.6% |
| 3M | -15.6% | +3.4% | -19.0% | -16.6% |
| 6M | +1.2% | -18.4% | +19.7% | +5.9% |
| YTD | +7.5% | -3.9% | +11.4% | +7.2% |
| 1Y | +26.6% | -13.3% | +40.0% | +29.9% |
| 3Y | +66.0% | +20.8% | +45.1% | +47.5% |
| All | +154.9% | +20.2% | +134.8% | +122.5% |
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 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