+216.8%
ON vs TW
+301.3%
-84.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.9% |
| 7D | +12.2% | +3.9% | +8.3% | +10.6% |
| 30D | -3.1% | +19.9% | -23.1% | -10.0% |
| 3M | -12.9% | +25.9% | -38.8% | -21.0% |
| 6M | -38.6% | +21.1% | -59.7% | -44.6% |
| YTD | +31.2% | +23.9% | +7.3% | +15.7% |
| 1Y | +47.6% | +21.2% | +26.4% | +31.5% |
| 3Y | +6.6% | +44.8% | -38.2% | -19.7% |
| 5Y | +21.3% | +41.4% | -20.1% | -10.8% |
| All | +216.8% | +301.3% | -84.5% | +38.4% |
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