+189.3%
MSCI vs TW
+211.4%
-22.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -2.3% |
| 7D | -2.1% | -3.5% | +1.4% | -0.4% |
| 30D | -1.7% | +0.5% | -2.2% | -2.0% |
| 3M | -8.2% | +4.9% | -13.2% | -10.7% |
| 6M | -2.4% | -17.1% | +14.7% | +5.9% |
| YTD | -2.8% | -3.9% | +1.0% | -2.4% |
| 1Y | -2.7% | -13.3% | +10.6% | +2.6% |
| 3Y | +7.3% | +20.9% | -13.6% | -8.9% |
| 5Y | -11.4% | +20.5% | -31.9% | -26.4% |
| All | +189.3% | +211.4% | -22.1% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling