+26.7%
Q vs TW
-3.7%
+30.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.9% |
| 7D | +0.2% | -2.3% | +2.6% | -0.3% |
| 30D | -11.1% | +3.9% | -15.1% | -10.3% |
| 3M | -22.1% | +5.7% | -27.8% | -21.0% |
| 6M | +0.5% | -14.5% | +15.0% | +3.6% |
| YTD | +47.8% | -0.9% | +48.7% | +50.9% |
| All | +26.7% | -3.7% | +30.4% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling