+72.1%
RMD vs TW
+42.9%
+29.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +0.1% | +3.2% | -3.1% | -0.4% |
| 30D | +1.9% | +19.7% | -17.8% | -1.3% |
| 3M | +6.3% | +26.8% | -20.5% | +1.8% |
| 6M | +18.2% | +20.9% | -2.6% | +14.1% |
| YTD | +0.3% | +22.9% | -22.6% | -4.0% |
| 1Y | -4.3% | +20.4% | -24.6% | -8.0% |
| All | +72.1% | +42.9% | +29.2% | +65.4% |
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 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