-44.0%
S vs TW
+56.3%
-100.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.1% |
| 7D | +1.2% | +2.8% | -1.6% | -0.3% |
| 30D | -7.3% | +18.1% | -25.4% | -15.8% |
| 3M | +5.9% | +25.2% | -19.4% | -7.0% |
| 6M | +45.6% | +19.1% | +26.5% | +30.0% |
| YTD | +58.5% | +21.9% | +36.6% | +37.7% |
| 1Y | +37.6% | +18.9% | +18.7% | +21.4% |
| 3Y | +51.7% | +41.7% | +9.9% | +4.6% |
| 5Y | -67.5% | +40.4% | -107.9% | -76.3% |
| All | -44.0% | +56.3% | -100.3% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling