+30.0%
P vs TW
+16.2%
+13.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.6% |
| 7D | -23.8% | +4.2% | -28.0% | -22.6% |
| 30D | -36.6% | +18.9% | -55.6% | -33.3% |
| 3M | +10.9% | +23.8% | -12.9% | +17.8% |
| 6M | +30.0% | +17.0% | +12.9% | +38.7% |
| All | +30.0% | +16.2% | +13.8% | +38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling