-24.0%
MKTX vs TW
+19.1%
-43.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -0.2% | -4.5% | +4.2% | +0.8% |
| 30D | +0.7% | -2.3% | +3.0% | +1.2% |
| 3M | +40.8% | +2.6% | +38.2% | +37.1% |
| 6M | -8.0% | -17.5% | +9.6% | -3.5% |
| YTD | -8.7% | -5.3% | -3.4% | -8.4% |
| 1Y | -11.8% | -14.8% | +2.9% | -8.8% |
| 3Y | -24.0% | +18.8% | -42.9% | -30.5% |
| All | -24.0% | +19.1% | -43.1% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling