-40.2%
SLV vs TW
+20.4%
-60.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.5% |
| 7D | -1.1% | +2.8% | -3.9% | -0.5% |
| 30D | -14.2% | +18.1% | -32.2% | -11.5% |
| 3M | -20.3% | +25.2% | -45.6% | -16.9% |
| 6M | -40.2% | +19.1% | -59.3% | -43.5% |
| All | -40.2% | +20.4% | -60.5% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling