+116.8%
NOW vs TW
+294.9%
-178.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +2.8% |
| 7D | -5.6% | +2.8% | -8.4% | -6.8% |
| 30D | -26.8% | +18.1% | -44.8% | -32.3% |
| 3M | -19.4% | +25.2% | -44.7% | -27.6% |
| 6M | +12.3% | +19.1% | -6.8% | +2.8% |
| YTD | -32.9% | +21.9% | -54.8% | -39.8% |
| 1Y | -40.3% | +18.9% | -59.2% | -45.7% |
| 3Y | -19.1% | +41.7% | -60.8% | -34.8% |
| 5Y | -24.4% | +40.4% | -64.8% | -40.5% |
| All | +116.8% | +294.9% | -178.1% | +16.2% |
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 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