-42.5%
NOW vs TW
+19.2%
-61.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.5% |
| 7D | -8.7% | +3.1% | -11.9% | -9.9% |
| 30D | -29.3% | +16.7% | -46.0% | -33.5% |
| 3M | -21.8% | +25.2% | -47.0% | -28.4% |
| 6M | +9.2% | +19.5% | -10.2% | +1.3% |
| YTD | -35.0% | +21.0% | -56.0% | -37.3% |
| 1Y | -42.5% | +19.0% | -61.5% | -44.5% |
| All | -42.5% | +19.2% | -61.7% | -44.5% |
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