+31.0%
PL vs TW
+41.2%
-10.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | +10.0% | +3.9% | +6.1% | +8.3% |
| 30D | -2.3% | +19.9% | -22.2% | -9.9% |
| 3M | -44.2% | +25.9% | -70.1% | -49.9% |
| 6M | -66.1% | +21.1% | -87.2% | -69.6% |
| YTD | -30.0% | +23.9% | -53.9% | -38.5% |
| 1Y | +21.0% | +21.2% | -0.2% | +7.7% |
| 3Y | +516.5% | +44.8% | +471.7% | +370.2% |
| All | +31.0% | +41.2% | -10.2% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling