+146.2%
SN vs TW
+19.9%
+126.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | +3.5% | +2.8% | +0.7% | +3.7% |
| 30D | +19.4% | +18.1% | +1.4% | +20.8% |
| 3M | +20.9% | +25.2% | -4.3% | +22.8% |
| 6M | +111.1% | +19.1% | +92.0% | +110.5% |
| YTD | +102.8% | +21.9% | +80.9% | +106.0% |
| 1Y | +146.2% | +18.9% | +127.3% | +154.7% |
| All | +146.2% | +19.9% | +126.3% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling