+253.5%
META vs TW
+221.1%
+32.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +6.7% | -2.3% | +9.0% | +7.5% |
| 30D | +4.8% | +3.9% | +0.8% | +3.3% |
| 3M | -1.6% | +5.7% | -7.3% | -3.9% |
| 6M | -7.5% | -14.5% | +7.1% | -2.9% |
| YTD | -6.4% | -0.9% | -5.5% | -7.1% |
| 1Y | -17.3% | -13.5% | -3.8% | -14.1% |
| 3Y | +109.9% | +25.0% | +84.9% | +83.4% |
| 5Y | +65.4% | +22.7% | +42.7% | +41.9% |
| All | +253.5% | +221.1% | +32.4% | +138.2% |
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