+557.6%
PL vs TW
+41.9%
+515.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +5.6% | +3.1% | +2.5% | +5.0% |
| 30D | -16.9% | +16.7% | -33.6% | -19.8% |
| 3M | -38.2% | +25.2% | -63.4% | -41.4% |
| 6M | -63.4% | +19.5% | -82.9% | -65.1% |
| YTD | -27.6% | +21.0% | -48.6% | -31.2% |
| 1Y | +6.6% | +19.0% | -12.4% | +2.1% |
| 3Y | +557.6% | +40.7% | +516.9% | +491.9% |
| All | +557.6% | +41.9% | +515.7% | +491.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling