+133.8%
PSX vs TW
+20.9%
+113.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.8% |
| 7D | +2.8% | -3.5% | +6.3% | +3.1% |
| 30D | +27.8% | +0.5% | +27.3% | +27.7% |
| 3M | +42.0% | +4.9% | +37.1% | +41.2% |
| 6M | +58.1% | -17.1% | +75.2% | +61.2% |
| YTD | +105.0% | -3.9% | +108.9% | +105.5% |
| 1Y | +104.9% | -13.3% | +118.2% | +107.6% |
| All | +133.8% | +20.9% | +113.0% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling