+21.7%
P vs TW
+19.9%
+1.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.6% |
| 7D | -4.7% | +2.8% | -7.6% | -4.1% |
| 30D | -31.4% | +18.1% | -49.5% | -29.1% |
| 3M | -2.6% | +25.2% | -27.9% | +1.4% |
| 6M | +21.9% | +19.1% | +2.8% | +25.7% |
| YTD | +58.9% | +21.9% | +37.0% | +65.2% |
| 1Y | +21.7% | +18.9% | +2.8% | +20.5% |
| All | +21.7% | +19.9% | +1.9% | +20.5% |
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