+94.9%
PR vs TW
+44.1%
+50.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +6.0% | +3.9% | +2.1% | +5.4% |
| 30D | -4.2% | +19.9% | -24.1% | -6.8% |
| 3M | +10.0% | +25.9% | -16.0% | +6.0% |
| 6M | +15.6% | +21.1% | -5.5% | +12.1% |
| YTD | +68.2% | +23.9% | +44.3% | +62.0% |
| 1Y | +79.2% | +21.2% | +58.0% | +73.5% |
| 3Y | +94.9% | +44.8% | +50.1% | +101.6% |
| All | +94.9% | +44.1% | +50.8% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling