+115.1%
NOW vs TW
+286.2%
-171.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | +4.2% | -7.2% | -4.9% |
| 30D | -26.0% | +18.9% | -45.0% | -31.9% |
| 3M | -13.1% | +23.8% | -36.9% | -21.5% |
| 6M | +14.5% | +17.0% | -2.5% | +5.7% |
| YTD | -33.4% | +19.2% | -52.7% | -39.6% |
| 1Y | -40.6% | +20.1% | -60.7% | -46.3% |
| 3Y | -16.3% | +40.5% | -56.8% | -32.3% |
| 5Y | -26.3% | +38.0% | -64.4% | -41.5% |
| All | +115.1% | +286.2% | -171.1% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling