+281.3%
P vs TW
+23.1%
+258.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +6.5% | -2.3% | +8.9% | +7.2% |
| 30D | +18.8% | +3.9% | +14.9% | +17.6% |
| 3M | +26.7% | +5.7% | +21.0% | +23.2% |
| 6M | +62.2% | -14.5% | +76.7% | +68.8% |
| YTD | +48.5% | -0.9% | +49.4% | +46.2% |
| 1Y | +26.4% | -13.5% | +39.9% | +30.4% |
| 3Y | +159.4% | +25.0% | +134.4% | +117.2% |
| All | +281.3% | +23.1% | +258.1% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling