-59.7%
MKTX vs TW
+19.5%
-79.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -0.2% | -4.5% | +4.2% | +1.7% |
| 30D | +0.7% | -2.3% | +3.0% | +1.6% |
| 3M | +40.8% | +2.6% | +38.2% | +36.3% |
| 6M | -8.0% | -17.5% | +9.6% | -0.8% |
| YTD | -8.7% | -5.3% | -3.4% | -8.4% |
| 1Y | -11.8% | -14.8% | +2.9% | -6.9% |
| 3Y | -24.0% | +18.8% | -42.9% | -38.0% |
| All | -59.7% | +19.5% | -79.2% | -69.3% |
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 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