+99.6%
PSX vs TW
-15.9%
+115.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +4.5% | -2.3% | +6.9% | +4.6% |
| 30D | +26.6% | +3.9% | +22.7% | +26.4% |
| 3M | +39.3% | +5.7% | +33.6% | +39.3% |
| 6M | +56.8% | -14.5% | +71.3% | +60.4% |
| YTD | +101.8% | -0.9% | +102.7% | +103.5% |
| 1Y | +99.6% | -13.5% | +113.1% | +109.7% |
| All | +99.6% | -15.9% | +115.5% | +109.7% |
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