+154.3%
PSX vs TW
+42.9%
+111.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | +6.4% | +3.2% | +3.2% | +6.1% |
| 30D | -10.2% | +19.7% | -29.9% | -11.5% |
| 3M | +17.2% | +26.8% | -9.7% | +14.9% |
| 6M | +51.8% | +20.9% | +30.9% | +49.8% |
| YTD | +108.0% | +22.9% | +85.1% | +104.5% |
| 1Y | +96.1% | +20.4% | +75.8% | +93.2% |
| All | +154.3% | +42.9% | +111.4% | +155.2% |
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 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