+409.5%
SE vs TW
+221.1%
+188.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | -6.1% | -2.3% | -3.8% | -4.8% |
| 30D | -2.5% | +3.9% | -6.4% | -4.9% |
| 3M | +21.7% | +5.7% | +16.0% | +16.2% |
| 6M | +27.0% | -14.5% | +41.5% | +36.7% |
| YTD | -12.1% | -0.9% | -11.3% | -14.8% |
| 1Y | -40.9% | -13.5% | -27.4% | -37.8% |
| 3Y | +191.0% | +25.0% | +166.0% | +123.5% |
| 5Y | -68.3% | +22.7% | -91.0% | -75.5% |
| All | +409.5% | +221.1% | +188.4% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling