+210.9%
RL vs TW
+21.9%
+189.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.9% |
| 7D | +1.9% | -3.5% | +5.4% | +2.2% |
| 30D | -12.2% | +0.5% | -12.7% | -12.2% |
| 3M | -6.6% | +4.9% | -11.6% | -7.3% |
| 6M | +3.2% | -17.1% | +20.3% | +5.4% |
| YTD | -1.3% | -3.9% | +2.6% | -1.3% |
| 1Y | +13.6% | -13.3% | +26.8% | +15.7% |
| 3Y | +210.9% | +20.9% | +190.0% | +199.9% |
| All | +210.9% | +21.9% | +189.0% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling