+276.9%
SPOT vs TW
+211.4%
+65.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.3% |
| 7D | -2.9% | -3.5% | +0.6% | -1.5% |
| 30D | +8.3% | +0.5% | +7.8% | +7.9% |
| 3M | +5.1% | +4.9% | +0.1% | +2.0% |
| 6M | -6.5% | -17.1% | +10.6% | +0.1% |
| YTD | -9.0% | -3.9% | -5.1% | -9.3% |
| 1Y | -26.4% | -13.3% | -13.2% | -23.5% |
| 3Y | +240.0% | +20.9% | +219.1% | +199.4% |
| 5Y | +111.7% | +20.5% | +91.2% | +81.2% |
| All | +276.9% | +211.4% | +65.4% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling