+1,381.0%
NET vs TW
+223.3%
+1,157.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.2% |
| 7D | -16.4% | +6.0% | -22.3% | -19.4% |
| 30D | -25.8% | +18.6% | -44.4% | -33.4% |
| 3M | -11.5% | +26.5% | -38.1% | -23.8% |
| 6M | +18.9% | +13.1% | +5.8% | +7.6% |
| YTD | +35.2% | +18.5% | +16.7% | +17.2% |
| 1Y | +14.5% | +21.7% | -7.3% | -2.8% |
| 3Y | +313.8% | +39.8% | +274.0% | +200.5% |
| 5Y | +32.6% | +38.9% | -6.3% | -6.1% |
| All | +1,381.0% | +223.3% | +1,157.7% | +631.7% |
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