+304.4%
SLV vs TW
+209.8%
+94.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -5.0% | -2.7% | -2.3% | -4.7% |
| 30D | -1.8% | -1.7% | -0.1% | -1.6% |
| 3M | -0.3% | +1.6% | -1.9% | -0.9% |
| 6M | -28.2% | -17.7% | -10.5% | -26.4% |
| YTD | -10.7% | -4.3% | -6.4% | -11.2% |
| 1Y | +53.7% | -13.1% | +66.8% | +55.6% |
| 3Y | +173.7% | +20.3% | +153.4% | +157.0% |
| 5Y | +161.5% | +22.0% | +139.5% | +139.6% |
| All | +304.4% | +209.8% | +94.5% | +219.1% |
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 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