+398.8%
SN vs TW
+39.9%
+358.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.7% |
| 7D | +7.2% | +4.2% | +3.0% | +6.5% |
| 30D | +20.4% | +18.9% | +1.5% | +17.4% |
| 3M | +23.9% | +23.8% | +0.1% | +20.0% |
| 6M | +93.0% | +17.0% | +76.0% | +87.8% |
| YTD | +99.2% | +19.2% | +80.0% | +91.4% |
| 1Y | +142.6% | +20.1% | +122.5% | +132.3% |
| 3Y | +398.8% | +40.5% | +358.3% | +363.8% |
| All | +398.8% | +39.9% | +358.9% | +363.8% |
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