+90.0%
RSG vs TW
+19.5%
+70.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | 0.0% | -4.5% | +4.5% | +1.0% |
| 30D | +4.0% | -2.3% | +6.2% | +4.4% |
| 3M | +7.4% | +2.6% | +4.8% | +6.5% |
| 6M | +0.1% | -17.5% | +17.7% | +3.9% |
| YTD | +6.0% | -5.3% | +11.3% | +6.6% |
| 1Y | -3.0% | -14.8% | +11.8% | -0.3% |
| 3Y | +56.5% | +18.8% | +37.7% | +47.6% |
| All | +90.0% | +19.5% | +70.5% | +76.1% |
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 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