+847.8%
MU vs TW
+37.3%
+810.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -22.0% | +4.2% | -26.2% | -22.3% |
| 30D | -36.6% | +18.9% | -55.5% | -37.5% |
| 3M | -21.7% | +23.8% | -45.5% | -23.3% |
| 6M | +3.5% | +17.0% | -13.5% | +1.7% |
| YTD | +141.9% | +19.2% | +122.7% | +133.4% |
| 1Y | +189.8% | +20.1% | +169.7% | +178.4% |
| 3Y | +855.4% | +40.5% | +814.9% | +728.5% |
| All | +847.8% | +37.3% | +810.5% | +673.2% |
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