+357.8%
PBR vs TW
+206.7%
+151.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +5.4% | -4.5% | +9.8% | +6.8% |
| 30D | +22.9% | -2.3% | +25.1% | +23.5% |
| 3M | +19.6% | +2.6% | +17.0% | +17.5% |
| 6M | +16.5% | -17.5% | +34.0% | +22.8% |
| YTD | +86.7% | -5.3% | +92.0% | +86.6% |
| 1Y | +74.7% | -14.8% | +89.5% | +81.0% |
| 3Y | +102.6% | +18.8% | +83.7% | +78.2% |
| 5Y | +566.6% | +20.7% | +545.9% | +463.0% |
| All | +357.8% | +206.7% | +151.1% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling