+47.6%
ON vs TW
+20.8%
+26.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.5% |
| 7D | -5.8% | +6.0% | -11.8% | -3.9% |
| 30D | -17.1% | +18.6% | -35.7% | -12.3% |
| 3M | -11.8% | +26.5% | -38.4% | -4.5% |
| 6M | -30.2% | +13.1% | -43.3% | -23.9% |
| YTD | +31.6% | +18.5% | +13.0% | +40.9% |
| 1Y | +47.6% | +21.7% | +25.8% | +57.6% |
| All | +47.6% | +20.8% | +26.8% | +57.6% |
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