-69.7%
RAM vs TW
+28.3%
-98.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.0% | -11.3% | -8.1% |
| 7D | -31.3% | +6.0% | -37.3% | -21.2% |
| 30D | -49.4% | +18.6% | -67.9% | -25.4% |
| 3M | -41.4% | +26.5% | -67.9% | +1.6% |
| All | -69.7% | +28.3% | -98.0% | -36.6% |
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 · Available span rolling