+86.0%
MTB vs TW
+206.7%
-120.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.9% |
| 30D | -4.8% | -2.3% | -2.5% | -4.4% |
| 3M | +6.0% | +2.6% | +3.4% | +5.0% |
| 6M | +19.6% | -17.5% | +37.2% | +23.6% |
| YTD | +21.5% | -5.3% | +26.8% | +21.6% |
| 1Y | +24.7% | -14.8% | +39.5% | +27.6% |
| 3Y | +108.6% | +18.8% | +89.7% | +94.7% |
| 5Y | +106.7% | +20.7% | +86.0% | +88.0% |
| All | +86.0% | +206.7% | -120.8% | +37.8% |
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 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