-1.4%
SM vs TW
+21.9%
-23.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.1% |
| 7D | -0.2% | -3.5% | +3.3% | +0.3% |
| 30D | +31.5% | +0.5% | +31.0% | +31.3% |
| 3M | +17.3% | +4.9% | +12.4% | +16.1% |
| 6M | +48.5% | -17.1% | +65.6% | +52.2% |
| YTD | +106.3% | -3.9% | +110.1% | +107.3% |
| 1Y | +47.3% | -13.3% | +60.5% | +49.5% |
| 3Y | -1.4% | +20.9% | -22.3% | +10.5% |
| All | -1.4% | +21.9% | -23.3% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling