+159.5%
RF vs TW
+301.3%
-141.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +1.9% | +3.9% | -2.0% | +0.8% |
| 30D | +7.3% | +19.9% | -12.6% | +1.7% |
| 3M | -7.9% | +25.9% | -33.9% | -14.1% |
| 6M | +10.5% | +21.1% | -10.6% | +3.6% |
| YTD | +9.6% | +23.9% | -14.3% | +1.2% |
| 1Y | +20.3% | +21.2% | -0.9% | +11.7% |
| 3Y | +119.5% | +44.8% | +74.7% | +84.7% |
| 5Y | +48.2% | +41.4% | +6.8% | +23.1% |
| All | +159.5% | +301.3% | -141.9% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling