+253.8%
PSX vs TW
+221.1%
+32.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +4.5% | -2.3% | +6.9% | +5.0% |
| 30D | +26.6% | +3.9% | +22.7% | +25.6% |
| 3M | +39.3% | +5.7% | +33.6% | +37.0% |
| 6M | +56.8% | -14.5% | +71.3% | +61.4% |
| YTD | +101.8% | -0.9% | +102.7% | +100.4% |
| 1Y | +99.6% | -13.5% | +113.1% | +104.2% |
| 3Y | +140.3% | +25.0% | +115.4% | +120.7% |
| 5Y | +339.3% | +22.7% | +316.6% | +296.8% |
| All | +253.8% | +221.1% | +32.7% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling