+29.7%
Q vs TW
-6.6%
+36.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +1.6% |
| 7D | +6.7% | -3.5% | +10.2% | +5.9% |
| 30D | -10.6% | +0.5% | -11.1% | -10.5% |
| 3M | -14.6% | +4.9% | -19.5% | -13.8% |
| 6M | +12.1% | -17.1% | +29.2% | +14.7% |
| YTD | +51.3% | -3.9% | +55.1% | +53.4% |
| All | +29.7% | -6.6% | +36.3% | +29.2% |
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 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