-80.3%
RUN vs TW
+20.2%
-100.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -10.8% | -0.6% | -10.2% | -10.9% |
| 3M | -30.2% | +3.4% | -33.6% | -31.5% |
| 6M | -22.3% | -18.4% | -3.9% | -18.1% |
| YTD | -52.2% | -3.9% | -48.3% | -53.1% |
| 1Y | -45.1% | -13.3% | -31.8% | -43.9% |
| 3Y | -37.1% | +20.8% | -57.9% | -54.8% |
| All | -80.3% | +20.2% | -100.5% | -85.8% |
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