-44.2%
SE vs TW
-14.0%
-30.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -4.8% | -2.7% | -2.1% | -4.6% |
| 30D | -18.1% | -1.7% | -16.4% | -18.0% |
| 3M | +30.6% | +1.6% | +29.0% | +29.7% |
| 6M | +20.8% | -17.7% | +38.5% | +21.6% |
| YTD | -15.6% | -4.3% | -11.2% | -18.1% |
| 1Y | -44.2% | -13.1% | -31.1% | -47.2% |
| All | -44.2% | -14.0% | -30.2% | -47.2% |
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