+45.3%
SO vs TW
+21.9%
+23.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | +1.0% | -3.5% | +4.5% | +1.3% |
| 30D | -3.2% | +0.5% | -3.7% | -3.3% |
| 3M | -1.7% | +4.9% | -6.6% | -2.2% |
| 6M | -7.2% | -17.1% | +9.9% | -5.7% |
| YTD | +4.6% | -3.9% | +8.4% | +4.5% |
| 1Y | +1.2% | -13.3% | +14.5% | +2.4% |
| 3Y | +45.3% | +20.9% | +24.4% | +45.3% |
| All | +45.3% | +21.9% | +23.4% | +45.3% |
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