+191.0%
PR vs TW
+286.2%
-95.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -16.4% | +4.2% | -20.6% | -17.7% |
| 30D | -1.9% | +18.9% | -20.8% | -7.7% |
| 3M | +8.0% | +23.8% | -15.8% | -0.1% |
| 6M | +4.1% | +17.0% | -12.9% | -2.5% |
| YTD | +58.7% | +19.2% | +39.5% | +46.4% |
| 1Y | +75.8% | +20.1% | +55.7% | +61.7% |
| 3Y | +73.2% | +40.5% | +32.7% | +45.3% |
| 5Y | +230.1% | +38.0% | +192.1% | +171.7% |
| All | +191.0% | +286.2% | -95.2% | +61.0% |
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 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