+72.9%
PBR vs TW
+20.8%
+52.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.0% | -8.0% | -7.0% |
| 7D | -11.0% | +6.0% | -17.0% | -11.0% |
| 30D | -18.8% | +18.6% | -37.3% | -18.9% |
| 3M | +7.8% | +26.5% | -18.7% | +7.4% |
| 6M | -7.6% | +13.1% | -20.7% | -7.4% |
| YTD | +72.7% | +18.5% | +54.1% | +76.2% |
| 1Y | +72.9% | +21.7% | +51.2% | +73.9% |
| All | +72.9% | +20.8% | +52.2% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling