-3.6%
SMR vs TW
+28.5%
-32.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +4.4% | -2.3% | +6.7% | +4.6% |
| 30D | +3.4% | +3.9% | -0.5% | +3.0% |
| 3M | -19.2% | +5.7% | -24.9% | -20.3% |
| 6M | -22.6% | -14.5% | -8.1% | -20.3% |
| YTD | -31.5% | -0.9% | -30.7% | -32.3% |
| 1Y | -73.1% | -13.5% | -59.6% | -72.3% |
| 3Y | +55.0% | +25.0% | +30.0% | +56.9% |
| All | -3.6% | +28.5% | -32.1% | -7.5% |
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 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