+232.4%
PM vs TW
+294.9%
-62.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | -7.1% | +2.8% | -9.9% | -7.6% |
| 30D | -2.8% | +18.1% | -20.8% | -6.2% |
| 3M | +6.3% | +25.2% | -18.9% | +1.1% |
| 6M | +9.6% | +19.1% | -9.5% | +5.2% |
| YTD | +25.6% | +21.9% | +3.7% | +19.3% |
| 1Y | +29.7% | +18.9% | +10.7% | +23.8% |
| 3Y | +147.6% | +41.7% | +105.8% | +125.5% |
| 5Y | +160.1% | +40.4% | +119.7% | +133.9% |
| All | +232.4% | +294.9% | -62.5% | +129.8% |
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 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