+307.6%
QQQ vs TW
+211.2%
+96.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | -0.6% | 0.0% | -0.5% |
| 3M | +1.3% | +3.4% | -2.1% | -0.7% |
| 6M | +18.1% | -18.4% | +36.6% | +24.6% |
| YTD | +16.9% | -3.9% | +20.8% | +16.1% |
| 1Y | +24.0% | -13.3% | +37.3% | +27.3% |
| 3Y | +95.6% | +20.8% | +74.8% | +73.2% |
| 5Y | +94.5% | +20.3% | +74.2% | +68.2% |
| All | +307.6% | +211.2% | +96.4% | +175.1% |
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