+246.9%
RL vs TW
+22.4%
+224.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.4% |
| 7D | +1.9% | -3.5% | +5.4% | +2.7% |
| 30D | -12.2% | +0.5% | -12.7% | -12.3% |
| 3M | -6.6% | +4.9% | -11.6% | -8.3% |
| 6M | +3.2% | -17.1% | +20.3% | +7.5% |
| YTD | -1.3% | -3.9% | +2.6% | -1.8% |
| 1Y | +13.6% | -13.3% | +26.8% | +16.5% |
| 3Y | +210.9% | +20.9% | +190.0% | +173.5% |
| 5Y | +246.9% | +20.5% | +226.4% | +201.7% |
| All | +246.9% | +22.4% | +224.4% | +201.7% |
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