+66.7%
SNXX vs TW
+19.5%
+47.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.8% | -13.7% |
| 7D | -47.8% | +6.0% | -53.8% | -39.9% |
| 30D | -66.0% | +18.6% | -84.6% | -50.7% |
| 3M | -57.5% | +26.5% | -84.0% | -29.8% |
| 6M | -66.7% | +13.1% | -79.9% | -42.7% |
| All | +66.7% | +19.5% | +47.2% | +274.4% |
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