-54.3%
S vs TW
+23.2%
-77.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | -12.6% | -0.6% | -11.9% | -12.2% |
| 3M | +27.6% | +3.4% | +24.2% | +23.8% |
| 6M | +35.5% | -18.4% | +53.9% | +51.2% |
| YTD | +29.6% | -3.9% | +33.5% | +29.3% |
| 1Y | +8.1% | -13.3% | +21.4% | +15.0% |
| 3Y | +14.8% | +20.8% | -6.1% | -15.8% |
| 5Y | -70.6% | +20.3% | -90.8% | -76.8% |
| All | -54.3% | +23.2% | -77.5% | -63.8% |
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 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