+82.6%
SMR vs TW
+20.8%
+61.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | +13.1% | -0.5% | +13.6% | +13.0% |
| 30D | +17.8% | -0.6% | +18.4% | +17.6% |
| 3M | +8.1% | +3.4% | +4.7% | +6.8% |
| 6M | -11.1% | -18.4% | +7.3% | -6.7% |
| YTD | -23.7% | -3.9% | -19.8% | -24.5% |
| 1Y | -69.4% | -13.3% | -56.1% | -68.4% |
| All | +82.6% | +20.8% | +61.8% | +106.4% |
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