+71.6%
SM vs TW
+20.8%
+50.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +1.0% | -16.3% | -15.5% |
| 7D | -21.5% | +6.0% | -27.5% | -22.4% |
| 30D | -11.4% | +18.6% | -29.9% | -14.2% |
| 3M | +0.6% | +26.5% | -25.9% | -4.0% |
| 6M | +0.2% | +13.1% | -12.9% | -1.3% |
| YTD | +69.7% | +18.5% | +51.1% | +68.5% |
| 1Y | +71.6% | +21.7% | +49.8% | +67.3% |
| All | +71.6% | +20.8% | +50.8% | +67.3% |
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 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