+239.3%
SPYG vs TW
+209.8%
+29.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.0% |
| 30D | -1.9% | -1.7% | -0.2% | -1.5% |
| 3M | +5.2% | +1.6% | +3.6% | +3.8% |
| 6M | +15.6% | -17.7% | +33.2% | +21.4% |
| YTD | +12.4% | -4.3% | +16.8% | +11.9% |
| 1Y | +17.5% | -13.1% | +30.6% | +20.5% |
| 3Y | +98.1% | +20.3% | +77.8% | +76.7% |
| 5Y | +84.9% | +22.0% | +63.0% | +60.2% |
| All | +239.3% | +209.8% | +29.5% | +128.6% |
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