+204.6%
PR vs TW
+298.0%
-93.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | +6.7% | +3.2% | +3.5% | +5.6% |
| 30D | -6.1% | +19.7% | -25.8% | -11.9% |
| 3M | +6.9% | +26.8% | -20.0% | -1.9% |
| 6M | +14.6% | +20.9% | -6.3% | +6.2% |
| YTD | +66.1% | +22.9% | +43.3% | +51.7% |
| 1Y | +77.0% | +20.4% | +56.7% | +62.8% |
| 3Y | +93.8% | +42.9% | +51.0% | +61.9% |
| 5Y | +268.2% | +40.2% | +228.0% | +201.9% |
| All | +204.6% | +298.0% | -93.4% | +66.9% |
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