+208.4%
PR vs TW
+301.3%
-93.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +6.0% | +3.9% | +2.1% | +4.6% |
| 30D | -4.2% | +19.9% | -24.1% | -10.1% |
| 3M | +10.0% | +25.9% | -16.0% | +1.2% |
| 6M | +15.6% | +21.1% | -5.5% | +7.1% |
| YTD | +68.2% | +23.9% | +44.3% | +53.1% |
| 1Y | +79.2% | +21.2% | +58.0% | +64.4% |
| 3Y | +94.9% | +44.8% | +50.1% | +62.0% |
| 5Y | +272.8% | +41.4% | +231.4% | +204.8% |
| All | +208.4% | +301.3% | -93.0% | +68.4% |
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