+351.9%
PBR vs TW
+211.2%
+140.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +17.5% | -0.6% | +18.1% | +17.5% |
| 3M | +20.9% | +3.4% | +17.5% | +18.4% |
| 6M | +20.2% | -18.4% | +38.7% | +27.3% |
| YTD | +84.3% | -3.9% | +88.2% | +83.3% |
| 1Y | +77.1% | -13.3% | +90.4% | +82.4% |
| 3Y | +100.8% | +20.8% | +80.0% | +75.7% |
| 5Y | +556.1% | +20.3% | +535.8% | +457.5% |
| All | +351.9% | +211.2% | +140.7% | +129.0% |
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 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