+153.9%
RMD vs TW
+301.3%
-147.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +2.1% | +3.9% | -1.8% | +1.1% |
| 30D | +2.1% | +19.9% | -17.8% | -2.7% |
| 3M | +6.2% | +25.9% | -19.7% | -0.2% |
| 6M | +19.4% | +21.1% | -1.8% | +12.9% |
| YTD | +0.5% | +23.9% | -23.4% | -6.1% |
| 1Y | -3.9% | +21.2% | -25.2% | -9.7% |
| 3Y | +72.5% | +44.8% | +27.8% | +51.3% |
| 5Y | -1.5% | +41.4% | -42.9% | -14.8% |
| All | +153.9% | +301.3% | -147.5% | +74.1% |
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