-21.9%
PINS vs TW
+236.4%
-258.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -6.2% | +3.4% | -9.6% | -7.8% |
| 30D | -10.9% | +15.5% | -26.4% | -17.6% |
| 3M | -19.5% | +25.1% | -44.6% | -28.7% |
| 6M | -10.4% | +18.2% | -28.6% | -19.3% |
| YTD | -26.4% | +19.7% | -46.1% | -34.9% |
| 1Y | -29.6% | +18.1% | -47.8% | -37.4% |
| 3Y | -39.0% | +40.5% | -79.6% | -54.7% |
| 5Y | -59.1% | +37.1% | -96.2% | -69.8% |
| All | -21.9% | +236.4% | -258.3% | -74.7% |
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 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