+200.6%
MSCI vs TW
+221.1%
-20.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +0.4% | -2.3% | +2.7% | +1.5% |
| 30D | +0.6% | +3.9% | -3.4% | -1.3% |
| 3M | -7.1% | +5.7% | -12.8% | -10.0% |
| 6M | +0.8% | -14.5% | +15.4% | +7.8% |
| YTD | +1.0% | -0.9% | +1.9% | -0.1% |
| 1Y | +4.3% | -13.5% | +17.8% | +10.1% |
| 3Y | +9.9% | +25.0% | -15.0% | -8.2% |
| 5Y | -6.8% | +22.7% | -29.4% | -23.2% |
| All | +200.6% | +221.1% | -20.5% | +60.9% |
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