+26.8%
PL vs TW
+63.4%
-36.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.3% |
| 7D | -6.8% | +4.2% | -11.1% | -8.4% |
| 30D | -29.3% | +18.9% | -48.2% | -34.4% |
| 3M | -44.8% | +23.8% | -68.5% | -49.9% |
| 6M | -68.4% | +17.0% | -85.4% | -71.1% |
| YTD | -36.4% | +19.2% | -55.6% | -42.9% |
| 1Y | +0.7% | +20.1% | -19.4% | -10.0% |
| 3Y | +455.3% | +40.5% | +414.8% | +337.8% |
| 5Y | +22.7% | +38.0% | -15.4% | -2.0% |
| All | +26.8% | +63.4% | -36.7% | +0.6% |
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 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