+133.6%
RSP vs TW
+221.1%
-87.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.8% | -2.3% | +1.6% | -0.2% |
| 30D | -0.3% | +3.9% | -4.3% | -1.4% |
| 3M | +4.3% | +5.7% | -1.4% | +2.2% |
| 6M | +8.8% | -14.5% | +23.3% | +12.6% |
| YTD | +15.3% | -0.9% | +16.1% | +14.1% |
| 1Y | +18.3% | -13.5% | +31.8% | +21.5% |
| 3Y | +52.8% | +25.0% | +27.8% | +37.6% |
| 5Y | +51.7% | +22.7% | +29.0% | +34.2% |
| All | +133.6% | +221.1% | -87.5% | +58.9% |
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 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