+344.4%
P vs TW
+211.4%
+132.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.7% |
| 7D | +7.8% | -3.5% | +11.3% | +9.2% |
| 30D | +12.3% | +0.5% | +11.8% | +12.0% |
| 3M | +37.1% | +4.9% | +32.2% | +32.6% |
| 6M | +66.1% | -17.1% | +83.2% | +75.9% |
| YTD | +50.9% | -3.9% | +54.8% | +49.3% |
| 1Y | +27.2% | -13.3% | +40.5% | +30.6% |
| 3Y | +158.7% | +20.9% | +137.8% | +119.2% |
| 5Y | +291.1% | +20.5% | +270.6% | +224.0% |
| All | +344.4% | +211.4% | +132.9% | +147.8% |
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