+27.6%
SOLS vs TW
-4.1%
+31.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.8% |
| 7D | +0.3% | -2.7% | +3.0% | -0.5% |
| 30D | +0.9% | -1.7% | +2.6% | +0.4% |
| 3M | -20.7% | +1.6% | -22.3% | -20.6% |
| 6M | -17.7% | -17.7% | 0.0% | -24.0% |
| YTD | +27.1% | -4.3% | +31.5% | +25.7% |
| All | +27.6% | -4.1% | +31.7% | +22.5% |
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