+319.5%
SN vs TW
+29.7%
+289.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -9.3% | -2.3% | -7.0% | -9.0% |
| 30D | -4.8% | +3.9% | -8.7% | -5.3% |
| 3M | +40.4% | +5.7% | +34.7% | +38.7% |
| 6M | +50.9% | -14.5% | +65.5% | +54.6% |
| YTD | +54.9% | -0.9% | +55.8% | +53.1% |
| 1Y | +43.0% | -13.5% | +56.5% | +46.5% |
| 3Y | +391.8% | +25.0% | +366.8% | +378.6% |
| All | +319.5% | +29.7% | +289.8% | +307.1% |
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 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