+116.8%
NOW vs TW
+287.8%
-171.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | +3.4% | -6.5% | -4.6% |
| 30D | -27.0% | +15.5% | -42.5% | -31.8% |
| 3M | -17.7% | +25.1% | -42.9% | -26.0% |
| 6M | +12.7% | +18.2% | -5.5% | +3.6% |
| YTD | -32.9% | +19.7% | -52.6% | -39.2% |
| 1Y | -40.4% | +18.1% | -58.5% | -45.6% |
| 3Y | -17.1% | +40.5% | -57.6% | -33.0% |
| 5Y | -25.7% | +37.1% | -62.8% | -40.9% |
| All | +116.8% | +287.8% | -171.0% | +17.2% |
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