+257.4%
RL vs TW
+291.9%
-34.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +1.3% | +3.1% | -1.8% | +0.7% |
| 30D | +7.6% | +16.7% | -9.1% | +4.2% |
| 3M | -1.5% | +25.2% | -26.7% | -6.1% |
| 6M | +12.1% | +19.5% | -7.4% | +7.3% |
| YTD | +13.9% | +21.0% | -7.1% | +8.0% |
| 1Y | +20.7% | +19.0% | +1.7% | +14.9% |
| 3Y | +260.6% | +40.7% | +219.9% | +223.4% |
| 5Y | +248.9% | +40.1% | +208.7% | +202.7% |
| All | +257.4% | +291.9% | -34.5% | +166.4% |
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