+238.7%
SE vs TW
+298.0%
-59.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.5% | +3.2% | -4.7% | -3.3% |
| 30D | -22.3% | +19.7% | -42.0% | -30.4% |
| 3M | -41.8% | +26.8% | -68.7% | -49.9% |
| 6M | -22.4% | +20.9% | -43.3% | -32.1% |
| YTD | -41.6% | +22.9% | -64.5% | -50.4% |
| 1Y | -48.0% | +20.4% | -68.4% | -55.3% |
| 3Y | +63.9% | +42.9% | +21.0% | +17.8% |
| 5Y | -78.2% | +40.2% | -118.4% | -84.5% |
| All | +238.7% | +298.0% | -59.3% | +47.5% |
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 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