+24.0%
NDAQ vs TW
+19.3%
+4.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +1.7% | +3.2% | -1.5% | +0.6% |
| 30D | +16.2% | +19.7% | -3.5% | +9.6% |
| 3M | +14.0% | +26.8% | -12.9% | +5.4% |
| 6M | +22.3% | +20.9% | +1.4% | +13.6% |
| YTD | +13.0% | +22.9% | -9.9% | +6.5% |
| 1Y | +24.0% | +20.4% | +3.7% | +17.4% |
| All | +24.0% | +19.3% | +4.7% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling