-37.1%
RUN vs TW
+20.3%
-57.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -2.0% |
| 7D | -3.4% | -2.7% | -0.6% | -3.9% |
| 30D | -14.0% | -1.7% | -12.2% | -14.2% |
| 3M | -27.5% | +1.6% | -29.1% | -26.9% |
| 6M | -29.0% | -17.7% | -11.3% | -30.1% |
| YTD | -53.1% | -4.3% | -48.7% | -53.0% |
| 1Y | -46.7% | -13.1% | -33.6% | -47.2% |
| All | -37.1% | +20.3% | -57.4% | -46.4% |
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