-14.4%
SMR vs TW
+22.7%
-37.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.0% | -14.7% | -15.6% |
| 7D | -11.2% | -4.5% | -6.8% | -11.0% |
| 30D | -10.2% | -2.3% | -8.0% | -10.2% |
| 3M | -10.0% | +2.6% | -12.6% | -11.1% |
| 6M | -30.5% | -17.5% | -12.9% | -28.3% |
| YTD | -39.2% | -5.3% | -33.9% | -39.7% |
| 1Y | -75.5% | -14.8% | -60.8% | -75.0% |
| 3Y | +45.4% | +18.8% | +26.6% | +47.9% |
| All | -14.4% | +22.7% | -37.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling