+56.3%
NYT vs TW
+19.1%
+37.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.6% | -4.5% | +3.9% | -0.1% |
| 30D | +4.6% | -2.3% | +6.8% | +4.8% |
| 3M | -9.6% | +2.6% | -12.2% | -10.0% |
| 6M | -14.0% | -17.5% | +3.5% | -12.3% |
| YTD | -2.8% | -5.3% | +2.5% | -2.5% |
| 1Y | +15.6% | -14.8% | +30.4% | +17.1% |
| 3Y | +56.3% | +18.8% | +37.5% | +52.3% |
| All | +56.3% | +19.1% | +37.3% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling