+368.5%
PSX vs TW
+20.0%
+348.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +21.6% | -0.6% | +22.2% | +21.7% |
| 3M | +46.5% | +3.4% | +43.1% | +45.7% |
| 6M | +62.0% | -18.4% | +80.5% | +65.3% |
| YTD | +106.3% | -3.9% | +110.2% | +106.5% |
| 1Y | +103.0% | -13.3% | +116.3% | +105.4% |
| 3Y | +135.5% | +20.8% | +114.7% | +129.7% |
| 5Y | +368.5% | +20.3% | +348.2% | +325.3% |
| All | +368.5% | +20.0% | +348.5% | +325.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling