-13.0%
SM vs TW
+41.9%
-54.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.3% |
| 7D | -19.5% | +3.1% | -22.6% | -19.9% |
| 30D | -20.2% | +16.7% | -36.9% | -22.2% |
| 3M | -6.5% | +25.2% | -31.7% | -10.1% |
| 6M | +1.6% | +19.5% | -17.9% | -1.7% |
| YTD | +61.2% | +21.0% | +40.2% | +56.0% |
| 1Y | +65.4% | +19.0% | +46.4% | +60.3% |
| 3Y | -13.0% | +40.7% | -53.7% | -11.5% |
| All | -13.0% | +41.9% | -54.9% | -11.5% |
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