+1.5%
SMR vs TW
+24.0%
-22.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +4.7% | -2.7% | +7.4% | +4.9% |
| 30D | +3.2% | -1.7% | +5.0% | +3.2% |
| 3M | +9.9% | +1.6% | +8.3% | +8.8% |
| 6M | -15.1% | -17.7% | +2.6% | -12.4% |
| YTD | -27.9% | -4.3% | -23.6% | -28.6% |
| 1Y | -70.2% | -13.1% | -57.1% | -69.7% |
| 3Y | +72.5% | +20.3% | +52.2% | +75.1% |
| All | +1.5% | +24.0% | -22.5% | -2.5% |
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 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