+104.2%
MTB vs TW
+19.5%
+84.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.7% |
| 30D | -4.8% | -2.3% | -2.5% | -4.5% |
| 3M | +6.0% | +2.6% | +3.4% | +5.2% |
| 6M | +19.6% | -17.5% | +37.2% | +23.4% |
| YTD | +21.5% | -5.3% | +26.8% | +21.6% |
| 1Y | +24.7% | -14.8% | +39.5% | +27.4% |
| 3Y | +108.6% | +18.8% | +89.7% | +93.6% |
| All | +104.2% | +19.5% | +84.7% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling