+154.5%
RF vs TW
+286.2%
-131.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +4.2% | -5.1% | -2.1% |
| 30D | +6.0% | +18.9% | -12.9% | +0.7% |
| 3M | -8.9% | +23.8% | -32.7% | -14.6% |
| 6M | +2.3% | +17.0% | -14.7% | -3.1% |
| YTD | +7.6% | +19.2% | -11.7% | +0.4% |
| 1Y | +21.2% | +20.1% | +1.1% | +12.7% |
| 3Y | +108.5% | +40.5% | +68.0% | +76.9% |
| 5Y | +43.2% | +38.0% | +5.2% | +19.6% |
| All | +154.5% | +286.2% | -131.7% | +40.1% |
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