+79.2%
PR vs TW
+21.1%
+58.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | +6.0% | +3.9% | +2.1% | +5.9% |
| 30D | -4.2% | +19.9% | -24.1% | -4.8% |
| 3M | +10.0% | +25.9% | -16.0% | +9.0% |
| 6M | +15.6% | +21.1% | -5.5% | +15.5% |
| YTD | +68.2% | +23.9% | +44.3% | +71.9% |
| 1Y | +79.2% | +21.2% | +58.0% | +82.8% |
| All | +79.2% | +21.1% | +58.1% | +82.8% |
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