+258.6%
PSX vs TW
+209.8%
+48.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.5% | -2.7% | +4.2% | +2.1% |
| 30D | +15.8% | -1.7% | +17.6% | +16.2% |
| 3M | +43.0% | +1.6% | +41.4% | +41.8% |
| 6M | +61.1% | -17.7% | +78.8% | +67.0% |
| YTD | +104.5% | -4.3% | +108.9% | +104.5% |
| 1Y | +102.5% | -13.1% | +115.6% | +106.7% |
| 3Y | +133.5% | +20.3% | +113.2% | +116.1% |
| 5Y | +367.0% | +22.0% | +345.0% | +320.6% |
| All | +258.6% | +209.8% | +48.8% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling