-40.0%
RUN vs TW
+221.1%
-261.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | +1.3% | -2.3% | +3.6% | +2.1% |
| 30D | -15.3% | +3.9% | -19.2% | -16.9% |
| 3M | -40.0% | +5.7% | -45.7% | -42.4% |
| 6M | -27.0% | -14.5% | -12.4% | -23.6% |
| YTD | -51.7% | -0.9% | -50.8% | -53.5% |
| 1Y | -45.9% | -13.5% | -32.4% | -44.5% |
| 3Y | -43.8% | +25.0% | -68.8% | -57.7% |
| 5Y | -80.5% | +22.7% | -103.2% | -85.6% |
| All | -40.0% | +221.1% | -261.1% | -72.5% |
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