+2,357.4%
MU vs TW
+211.2%
+2,146.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.8% | +2.8% |
| 7D | +7.5% | -0.5% | +8.0% | +7.6% |
| 30D | +19.4% | -0.6% | +20.0% | +19.5% |
| 3M | +9.8% | +3.4% | +6.4% | +6.7% |
| 6M | +164.1% | -18.4% | +182.6% | +176.0% |
| YTD | +260.3% | -3.9% | +264.2% | +251.9% |
| 1Y | +661.2% | -13.3% | +674.5% | +670.2% |
| 3Y | +1,380.8% | +20.8% | +1,360.0% | +1,176.1% |
| 5Y | +1,346.4% | +20.3% | +1,326.1% | +1,116.4% |
| All | +2,357.4% | +211.2% | +2,146.1% | +1,400.5% |
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