+442.9%
SPCX vs TW
+21.1%
+421.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | +8.3% |
| 7D | +3.6% | +3.9% | -0.3% | +53.4% |
| 30D | -8.6% | +19.9% | -28.5% | +423.2% |
| 3M | -1.5% | +25.9% | -27.5% | +334.0% |
| 6M | +532.9% | +7.7% | +525.2% | -248.5% |
| YTD | +538.6% | +23.9% | +514.6% | -248.4% |
| 1Y | +442.9% | +21.2% | +421.6% | -225.9% |
| All | +442.9% | +21.1% | +421.8% | -225.9% |
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