+212.8%
ON vs TW
+209.8%
+3.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -4.7% | -2.7% | -2.0% | -3.6% |
| 30D | -13.5% | -1.7% | -11.7% | -12.9% |
| 3M | -36.3% | +1.6% | -37.9% | -37.9% |
| 6M | +17.8% | -17.7% | +35.4% | +25.5% |
| YTD | +29.6% | -4.3% | +33.9% | +27.4% |
| 1Y | +45.8% | -13.1% | +58.9% | +49.7% |
| 3Y | -28.3% | +20.3% | -48.6% | -42.6% |
| 5Y | +49.6% | +22.0% | +27.7% | +15.5% |
| All | +212.8% | +209.8% | +3.0% | +52.4% |
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