+274.8%
SPOT vs TW
+206.7%
+68.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -3.1% | -4.5% | +1.4% | -1.2% |
| 30D | +7.4% | -2.3% | +9.6% | +8.3% |
| 3M | +8.2% | +2.6% | +5.6% | +6.0% |
| 6M | +2.2% | -17.5% | +19.8% | +9.6% |
| YTD | -9.5% | -5.3% | -4.2% | -9.2% |
| 1Y | -23.8% | -14.8% | -9.1% | -20.2% |
| 3Y | +233.5% | +18.8% | +214.6% | +195.8% |
| 5Y | +112.2% | +20.7% | +91.5% | +81.7% |
| All | +274.8% | +206.7% | +68.1% | +145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling