+90.1%
RF vs TW
+23.1%
+67.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.3% | -2.3% | +3.6% | +1.7% |
| 30D | -3.6% | +3.9% | -7.5% | -4.3% |
| 3M | +8.1% | +5.7% | +2.4% | +6.6% |
| 6M | +11.5% | -14.5% | +26.0% | +14.7% |
| YTD | +15.6% | -0.9% | +16.4% | +14.6% |
| 1Y | +15.7% | -13.5% | +29.2% | +18.3% |
| 3Y | +86.9% | +25.0% | +61.9% | +68.0% |
| All | +90.1% | +23.1% | +67.0% | +59.6% |
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 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