+169.5%
MAR vs TW
+221.1%
-51.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -4.2% | -2.3% | -1.8% | -3.6% |
| 30D | -6.7% | +3.9% | -10.6% | -7.7% |
| 3M | -12.5% | +5.7% | -18.2% | -14.2% |
| 6M | +0.6% | -14.5% | +15.1% | +4.1% |
| YTD | +9.1% | -0.9% | +10.0% | +8.0% |
| 1Y | +26.2% | -13.5% | +39.7% | +29.7% |
| 3Y | +68.2% | +25.0% | +43.2% | +50.8% |
| 5Y | +163.9% | +22.7% | +141.2% | +132.3% |
| All | +169.5% | +221.1% | -51.6% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling