-48.8%
SE vs TW
+20.8%
-69.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.4% | +4.4% |
| 7D | +6.7% | +6.0% | +0.7% | +6.4% |
| 30D | -17.2% | +18.6% | -35.8% | -18.3% |
| 3M | -28.0% | +26.5% | -54.6% | -29.6% |
| 6M | -6.1% | +13.1% | -19.2% | -7.8% |
| YTD | -37.1% | +18.5% | -55.7% | -40.9% |
| 1Y | -48.8% | +21.7% | -70.5% | -51.5% |
| All | -48.8% | +20.8% | -69.5% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling