-29.0%
MKTX vs TW
+206.7%
-235.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -0.2% | -4.5% | +4.2% | +2.0% |
| 30D | +0.7% | -2.3% | +3.0% | +1.7% |
| 3M | +40.8% | +2.6% | +38.2% | +36.1% |
| 6M | -8.0% | -17.5% | +9.6% | -0.1% |
| YTD | -8.7% | -5.3% | -3.4% | -8.4% |
| 1Y | -11.8% | -14.8% | +2.9% | -6.5% |
| 3Y | -24.0% | +18.8% | -42.9% | -36.7% |
| 5Y | -60.3% | +20.7% | -81.0% | -68.0% |
| All | -29.0% | +206.7% | -235.7% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling