+200.5%
P vs TW
+44.1%
+156.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -1.9% |
| 7D | +11.6% | +3.9% | +7.7% | +11.5% |
| 30D | -23.7% | +19.9% | -43.6% | -24.2% |
| 3M | -8.0% | +25.9% | -33.9% | -8.9% |
| 6M | +27.9% | +21.1% | +6.8% | +26.7% |
| YTD | +61.2% | +23.9% | +37.2% | +58.9% |
| 1Y | +28.6% | +21.2% | +7.4% | +27.3% |
| 3Y | +200.5% | +44.8% | +155.7% | +183.6% |
| All | +200.5% | +44.1% | +156.4% | +183.6% |
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