+367.9%
P vs TW
+294.9%
+73.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.2% |
| 7D | -4.7% | +2.8% | -7.6% | -5.7% |
| 30D | -31.4% | +18.1% | -49.5% | -35.6% |
| 3M | -2.6% | +25.2% | -27.9% | -10.8% |
| 6M | +21.9% | +19.1% | +2.8% | +12.3% |
| YTD | +58.9% | +21.9% | +37.0% | +43.6% |
| 1Y | +21.7% | +18.9% | +2.8% | +10.8% |
| 3Y | +193.3% | +41.7% | +151.6% | +136.3% |
| 5Y | +275.1% | +40.4% | +234.7% | +196.0% |
| All | +367.9% | +294.9% | +73.0% | +138.4% |
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