+138.1%
SM vs TW
+221.1%
-83.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +0.1% | -2.3% | +2.4% | +1.0% |
| 30D | +26.3% | +3.9% | +22.4% | +24.2% |
| 3M | +8.7% | +5.7% | +3.0% | +5.1% |
| 6M | +51.7% | -14.5% | +66.2% | +60.4% |
| YTD | +99.0% | -0.9% | +99.9% | +96.5% |
| 1Y | +34.6% | -13.5% | +48.1% | +40.9% |
| 3Y | -7.8% | +25.0% | -32.7% | -22.7% |
| 5Y | +104.8% | +22.7% | +82.1% | +68.4% |
| All | +138.1% | +221.1% | -83.0% | +17.2% |
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