+267.4%
PSX vs TW
+301.3%
-33.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +7.8% | +3.9% | +3.9% | +7.0% |
| 30D | -10.9% | +19.9% | -30.8% | -14.1% |
| 3M | +14.5% | +25.9% | -11.5% | +9.1% |
| 6M | +56.1% | +21.1% | +35.0% | +49.5% |
| YTD | +109.6% | +23.9% | +85.7% | +98.7% |
| 1Y | +95.5% | +21.2% | +74.3% | +86.2% |
| 3Y | +156.2% | +44.8% | +111.4% | +129.3% |
| 5Y | +310.0% | +41.4% | +268.6% | +263.9% |
| All | +267.4% | +301.3% | -33.9% | +126.2% |
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