-70.8%
OPEN vs TW
+72.8%
-143.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -4.3% | -2.3% | -1.9% | -3.1% |
| 30D | -16.2% | +3.9% | -20.2% | -18.1% |
| 3M | -36.4% | +5.7% | -42.1% | -39.6% |
| 6M | -35.5% | -14.5% | -20.9% | -30.8% |
| YTD | -46.0% | -0.9% | -45.1% | -47.4% |
| 1Y | -47.1% | -13.5% | -33.6% | -44.2% |
| 3Y | -19.0% | +25.0% | -44.0% | -44.6% |
| 5Y | -83.6% | +22.7% | -106.3% | -89.3% |
| All | -70.8% | +72.8% | -143.6% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling