+206.3%
PM vs TW
+221.1%
-14.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -4.9% | -2.3% | -2.6% | -4.4% |
| 30D | -3.4% | +3.9% | -7.3% | -4.2% |
| 3M | +5.2% | +5.7% | -0.5% | +3.6% |
| 6M | +3.7% | -14.5% | +18.2% | +6.8% |
| YTD | +15.8% | -0.9% | +16.6% | +15.1% |
| 1Y | +17.4% | -13.5% | +30.9% | +20.2% |
| 3Y | +116.9% | +25.0% | +91.9% | +102.9% |
| 5Y | +117.3% | +22.7% | +94.6% | +100.4% |
| All | +206.3% | +221.1% | -14.8% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling