+62.0%
SLV vs TW
-15.9%
+77.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.0% |
| 7D | -0.3% | -2.3% | +2.0% | -0.9% |
| 30D | +6.7% | +3.9% | +2.8% | +7.7% |
| 3M | -10.7% | +5.7% | -16.4% | -9.5% |
| 6M | -20.6% | -14.5% | -6.1% | -23.5% |
| YTD | -7.1% | -0.9% | -6.3% | -4.3% |
| 1Y | +62.0% | -13.5% | +75.5% | +65.2% |
| All | +62.0% | -15.9% | +77.9% | +65.2% |
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