+320.7%
SLV vs TW
+221.1%
+99.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | +6.7% | +3.9% | +2.8% | +6.1% |
| 3M | -10.7% | +5.7% | -16.4% | -11.8% |
| 6M | -20.6% | -14.5% | -6.1% | -19.1% |
| YTD | -7.1% | -0.9% | -6.3% | -8.1% |
| 1Y | +62.0% | -13.5% | +75.5% | +64.5% |
| 3Y | +169.8% | +25.0% | +144.8% | +152.0% |
| 5Y | +161.5% | +22.7% | +138.8% | +140.0% |
| All | +320.7% | +221.1% | +99.6% | +230.3% |
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