+70.9%
NDAQ vs TW
+41.3%
+29.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | 0.0% | +2.8% | -2.9% | -1.1% |
| 30D | +16.3% | +18.1% | -1.7% | +9.2% |
| 3M | +15.8% | +25.2% | -9.4% | +6.3% |
| 6M | +24.8% | +19.1% | +5.7% | +16.1% |
| YTD | +14.1% | +21.9% | -7.8% | +4.6% |
| 1Y | +26.5% | +18.9% | +7.6% | +17.1% |
| 3Y | +119.1% | +41.7% | +77.4% | +84.3% |
| 5Y | +70.9% | +40.4% | +30.5% | +45.0% |
| All | +70.9% | +41.3% | +29.7% | +45.0% |
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