+114.1%
SM vs TW
+298.0%
-183.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.8% |
| 7D | +10.6% | +3.2% | +7.4% | +9.2% |
| 30D | -15.0% | +19.7% | -34.7% | -21.1% |
| 3M | +1.7% | +26.8% | -25.2% | -8.2% |
| 6M | +5.9% | +20.9% | -15.0% | -3.2% |
| YTD | +79.0% | +22.9% | +56.1% | +61.3% |
| 1Y | +84.7% | +20.4% | +64.3% | +67.9% |
| 3Y | -3.5% | +42.9% | -46.3% | -22.7% |
| 5Y | +4.9% | +40.2% | -35.3% | -17.4% |
| All | +114.1% | +298.0% | -183.9% | -3.8% |
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