+53.8%
S vs TW
+40.3%
+13.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.6% | +7.9% |
| 7D | +1.6% | +3.4% | -1.9% | +0.7% |
| 30D | -10.5% | +15.5% | -25.9% | -13.7% |
| 3M | +9.9% | +25.1% | -15.2% | +3.9% |
| 6M | +41.8% | +18.2% | +23.6% | +35.4% |
| YTD | +56.8% | +19.7% | +37.1% | +49.5% |
| 1Y | +39.0% | +18.1% | +20.9% | +33.0% |
| 3Y | +53.8% | +40.5% | +13.3% | +43.8% |
| All | +53.8% | +40.3% | +13.5% | +43.8% |
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 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