+9.1%
PSLV vs TW
+20.8%
-11.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +6.2% |
| 7D | -2.6% | +6.0% | -8.6% | -1.3% |
| 30D | -14.2% | +18.6% | -32.7% | -10.7% |
| 3M | -12.2% | +26.5% | -38.8% | -7.3% |
| 6M | -28.1% | +13.1% | -41.2% | -26.5% |
| YTD | -28.2% | +18.5% | -46.7% | -21.1% |
| 1Y | +9.1% | +21.7% | -12.6% | +19.7% |
| All | +9.1% | +20.8% | -11.6% | +19.7% |
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