-76.7%
SE vs TW
+37.6%
-114.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +3.3% | +3.4% | -0.1% | +1.4% |
| 30D | -18.2% | +15.5% | -33.6% | -25.0% |
| 3M | -31.3% | +25.1% | -56.4% | -40.2% |
| 6M | -10.1% | +18.2% | -28.3% | -20.1% |
| YTD | -38.9% | +19.7% | -58.6% | -47.4% |
| 1Y | -48.0% | +18.1% | -66.1% | -54.8% |
| 3Y | +78.8% | +40.5% | +38.3% | +19.8% |
| All | -76.7% | +37.6% | -114.3% | -84.1% |
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