+191.0%
MOD vs TW
+44.1%
+146.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.8% | +27.0% | +27.8% |
| 7D | +40.4% | +3.9% | +36.5% | +40.3% |
| 30D | -14.0% | +19.9% | -33.9% | -14.7% |
| 3M | -33.3% | +25.9% | -59.3% | -34.1% |
| 6M | -51.4% | +21.1% | -72.6% | -51.7% |
| YTD | +1.6% | +23.9% | -22.3% | -0.9% |
| 1Y | +5.4% | +21.2% | -15.9% | +3.5% |
| 3Y | +191.0% | +44.8% | +146.2% | +162.2% |
| All | +191.0% | +44.1% | +146.9% | +162.2% |
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 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