-32.6%
MOD vs TW
+20.8%
-53.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.0% | -22.4% | -21.0% |
| 7D | -31.3% | +6.0% | -37.3% | -29.4% |
| 30D | -46.1% | +18.6% | -64.7% | -42.0% |
| 3M | -51.1% | +26.5% | -77.7% | -45.9% |
| 6M | -62.1% | +13.1% | -75.2% | -58.4% |
| YTD | -26.2% | +18.5% | -44.7% | -19.9% |
| 1Y | -32.6% | +21.7% | -54.3% | -25.1% |
| All | -32.6% | +20.8% | -53.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling