+323.8%
SN vs TW
+25.8%
+298.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.4% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | -5.6% | +0.5% | -6.1% | -5.7% |
| 3M | +48.1% | +4.9% | +43.1% | +46.4% |
| 6M | +57.6% | -17.1% | +74.7% | +62.1% |
| YTD | +56.5% | -3.9% | +60.4% | +55.3% |
| 1Y | +52.6% | -13.3% | +65.8% | +55.4% |
| 3Y | +412.0% | +20.9% | +391.1% | +400.2% |
| All | +323.8% | +25.8% | +298.0% | +312.8% |
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 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