+23.4%
O vs TW
+298.0%
-274.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.4% | +3.2% | -3.6% | -1.3% |
| 30D | +8.3% | +19.7% | -11.4% | +3.1% |
| 3M | -4.0% | +26.8% | -30.8% | -10.2% |
| 6M | -2.6% | +20.9% | -23.5% | -8.2% |
| YTD | +9.9% | +22.9% | -13.0% | +2.3% |
| 1Y | +9.8% | +20.4% | -10.5% | +2.9% |
| 3Y | +39.7% | +42.9% | -3.1% | +19.9% |
| 5Y | +9.2% | +40.2% | -31.1% | -7.3% |
| All | +23.4% | +298.0% | -274.7% | -35.1% |
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