-27.5%
ON vs TW
+20.8%
-48.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -11.0% | -0.6% | -10.4% | -11.0% |
| 3M | -39.3% | +3.4% | -42.7% | -39.3% |
| 6M | +19.8% | -18.4% | +38.3% | +22.1% |
| YTD | +31.1% | -3.9% | +35.0% | +31.0% |
| 1Y | +46.0% | -13.3% | +59.3% | +47.2% |
| All | -27.5% | +20.8% | -48.3% | -29.9% |
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