-30.3%
PL vs TW
-15.0%
-15.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.0% |
| 7D | -9.3% | -2.3% | -7.0% | -9.7% |
| 30D | -18.9% | +3.9% | -22.9% | -18.0% |
| 3M | -58.4% | +5.7% | -64.1% | -58.2% |
| 6M | -30.3% | -14.5% | -15.8% | -13.0% |
| All | -30.3% | -15.0% | -15.3% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling