+176.6%
P vs TW
+39.9%
+136.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -23.8% | +4.2% | -28.0% | -23.9% |
| 30D | -36.6% | +18.9% | -55.6% | -37.1% |
| 3M | +10.9% | +23.8% | -12.9% | +9.7% |
| 6M | +30.0% | +17.0% | +12.9% | +28.8% |
| YTD | +44.4% | +19.2% | +25.2% | +42.5% |
| 1Y | +3.9% | +20.1% | -16.2% | +2.3% |
| 3Y | +176.6% | +40.5% | +136.1% | +165.9% |
| All | +176.6% | +39.9% | +136.6% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling