+26.4%
P vs TW
-15.9%
+42.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.5% |
| 7D | +6.5% | -2.3% | +8.9% | +6.0% |
| 30D | +18.8% | +3.9% | +14.9% | +19.6% |
| 3M | +26.7% | +5.7% | +21.0% | +26.8% |
| 6M | +62.2% | -14.5% | +76.7% | +58.5% |
| YTD | +48.5% | -0.9% | +49.4% | +49.4% |
| 1Y | +26.4% | -13.5% | +39.9% | +23.4% |
| All | +26.4% | -15.9% | +42.3% | +23.4% |
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 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