+173.5%
RF vs TW
+221.1%
-47.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | -3.6% | +3.9% | -7.5% | -4.8% |
| 3M | +8.1% | +5.7% | +2.4% | +5.6% |
| 6M | +11.5% | -14.5% | +26.0% | +15.9% |
| YTD | +15.6% | -0.9% | +16.4% | +14.0% |
| 1Y | +15.7% | -13.5% | +29.2% | +19.2% |
| 3Y | +86.9% | +25.0% | +61.9% | +63.2% |
| 5Y | +89.8% | +22.7% | +67.1% | +62.7% |
| All | +173.5% | +221.1% | -47.6% | +59.1% |
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