+374.5%
P vs TW
+301.3%
+73.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.2% |
| 7D | +11.6% | +3.9% | +7.7% | +10.1% |
| 30D | -23.7% | +19.9% | -43.6% | -28.7% |
| 3M | -8.0% | +25.9% | -33.9% | -15.8% |
| 6M | +27.9% | +21.1% | +6.8% | +17.1% |
| YTD | +61.2% | +23.9% | +37.2% | +44.8% |
| 1Y | +28.6% | +21.2% | +7.4% | +16.3% |
| 3Y | +200.5% | +44.8% | +155.7% | +140.1% |
| 5Y | +282.9% | +41.4% | +241.5% | +201.8% |
| All | +374.5% | +301.3% | +73.1% | +140.3% |
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