+210.5%
PR vs TW
+221.1%
-10.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +2.9% | -2.3% | +5.2% | +3.7% |
| 30D | +18.0% | +3.9% | +14.1% | +16.4% |
| 3M | +16.9% | +5.7% | +11.2% | +13.5% |
| 6M | +28.2% | -14.5% | +42.7% | +34.4% |
| YTD | +69.3% | -0.9% | +70.2% | +66.9% |
| 1Y | +69.5% | -13.5% | +83.0% | +75.9% |
| 3Y | +81.7% | +25.0% | +56.7% | +57.9% |
| 5Y | +422.2% | +22.7% | +399.6% | +344.9% |
| All | +210.5% | +221.1% | -10.6% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling