+198.6%
PR vs TW
+294.9%
-96.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.5% |
| 7D | -0.5% | +2.8% | -3.3% | -1.4% |
| 30D | -4.6% | +18.1% | -22.7% | -10.0% |
| 3M | +4.7% | +25.2% | -20.5% | -3.5% |
| 6M | +12.4% | +19.1% | -6.7% | +4.7% |
| YTD | +62.9% | +21.9% | +40.9% | +49.1% |
| 1Y | +70.6% | +18.9% | +51.7% | +57.6% |
| 3Y | +90.0% | +41.7% | +48.3% | +59.2% |
| 5Y | +255.5% | +40.4% | +215.1% | +191.0% |
| All | +198.6% | +294.9% | -96.3% | +64.0% |
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