+34.1%
MSCI vs TW
+39.9%
-5.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +2.8% | +4.2% | -1.4% | +1.5% |
| 30D | +15.4% | +18.9% | -3.5% | +9.3% |
| 3M | +13.4% | +23.8% | -10.4% | +6.1% |
| 6M | +10.9% | +17.0% | -6.1% | +5.0% |
| YTD | +13.0% | +19.2% | -6.3% | +6.1% |
| 1Y | +12.0% | +20.1% | -8.1% | +5.0% |
| 3Y | +34.1% | +40.5% | -6.4% | +20.8% |
| All | +34.1% | +39.9% | -5.8% | +20.8% |
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