+351.8%
P vs TW
+287.8%
+64.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.2% |
| 7D | -9.6% | +3.4% | -13.0% | -10.7% |
| 30D | -33.4% | +15.5% | -48.9% | -37.0% |
| 3M | +14.2% | +25.1% | -10.9% | +4.7% |
| 6M | +31.6% | +18.2% | +13.4% | +21.5% |
| YTD | +53.5% | +19.7% | +33.8% | +39.6% |
| 1Y | +14.2% | +18.1% | -3.9% | +4.1% |
| 3Y | +190.5% | +40.5% | +150.0% | +134.4% |
| 5Y | +256.3% | +37.1% | +219.3% | +183.8% |
| All | +351.8% | +287.8% | +64.1% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling