-28.9%
MKTX vs TW
+209.8%
-238.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | -2.7% | +2.6% | +1.2% |
| 30D | +0.8% | -1.7% | +2.6% | +1.5% |
| 3M | +41.1% | +1.6% | +39.5% | +37.2% |
| 6M | -9.5% | -17.7% | +8.1% | -1.6% |
| YTD | -8.7% | -4.3% | -4.3% | -8.8% |
| 1Y | -10.0% | -13.1% | +3.1% | -5.4% |
| 3Y | -24.6% | +20.3% | -44.9% | -37.5% |
| 5Y | -60.3% | +22.0% | -82.2% | -68.1% |
| All | -28.9% | +209.8% | -238.8% | -62.3% |
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