-71.5%
S vs TW
+22.4%
-94.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -0.5% |
| 7D | -5.8% | -3.5% | -2.3% | -3.9% |
| 30D | -9.2% | +0.5% | -9.7% | -9.4% |
| 3M | +23.4% | +4.9% | +18.4% | +18.6% |
| 6M | +36.9% | -17.1% | +54.0% | +51.3% |
| YTD | +29.5% | -3.9% | +33.4% | +29.2% |
| 1Y | +5.4% | -13.3% | +18.7% | +12.1% |
| 3Y | +14.7% | +20.9% | -6.2% | -16.4% |
| 5Y | -71.5% | +20.5% | -92.0% | -77.1% |
| All | -71.5% | +22.4% | -94.0% | -77.1% |
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