+7.3%
PL vs TW
+18.0%
-10.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.4% | +14.1% | +14.6% |
| 7D | +10.9% | +3.4% | +7.5% | +11.7% |
| 30D | -16.4% | +15.5% | -31.8% | -13.8% |
| 3M | -39.9% | +25.1% | -65.1% | -37.2% |
| 6M | -63.2% | +18.2% | -81.4% | -61.0% |
| YTD | -27.1% | +19.7% | -46.8% | -16.3% |
| All | +7.3% | +18.0% | -10.6% | +21.8% |
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