+246.4%
PR vs TW
+39.0%
+207.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.7% |
| 7D | -9.5% | +3.1% | -12.6% | -10.2% |
| 30D | -5.7% | +16.7% | -22.4% | -9.2% |
| 3M | +3.0% | +25.2% | -22.2% | -2.7% |
| 6M | +11.8% | +19.5% | -7.6% | +6.5% |
| YTD | +58.5% | +21.0% | +37.5% | +49.6% |
| 1Y | +69.9% | +19.0% | +50.9% | +61.1% |
| 3Y | +84.9% | +40.7% | +44.2% | +63.9% |
| 5Y | +246.4% | +40.1% | +206.3% | +175.1% |
| All | +246.4% | +39.0% | +207.4% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling