+87.0%
PR vs TW
+20.8%
+66.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.6% | -6.6% |
| 7D | -12.1% | +6.0% | -18.1% | -12.4% |
| 30D | +0.9% | +18.6% | -17.7% | -0.2% |
| 3M | +10.1% | +26.5% | -16.4% | +8.4% |
| 6M | +1.1% | +13.1% | -12.0% | +1.2% |
| YTD | +63.7% | +18.5% | +45.1% | +66.5% |
| 1Y | +87.0% | +21.7% | +65.3% | +85.6% |
| All | +87.0% | +20.8% | +66.3% | +85.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling