+309.7%
SN vs TW
+25.7%
+284.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -9.1% | -0.6% | -8.5% | -9.0% |
| 3M | +31.8% | +3.4% | +28.4% | +30.6% |
| 6M | +52.0% | -18.4% | +70.5% | +56.9% |
| YTD | +51.3% | -3.9% | +55.2% | +50.1% |
| 1Y | +46.9% | -13.3% | +60.2% | +49.6% |
| 3Y | +394.9% | +20.8% | +374.1% | +383.6% |
| All | +309.7% | +25.7% | +284.0% | +299.1% |
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