+194.6%
SPYM vs TW
+301.3%
-106.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | +3.9% | -1.4% | +1.5% |
| 30D | -2.0% | +19.9% | -21.9% | -6.6% |
| 3M | -2.8% | +25.9% | -28.7% | -8.7% |
| 6M | +2.2% | +21.1% | -19.0% | -3.6% |
| YTD | +11.5% | +23.9% | -12.4% | +3.8% |
| 1Y | +13.5% | +21.2% | -7.7% | +6.3% |
| 3Y | +78.0% | +44.8% | +33.2% | +54.2% |
| 5Y | +73.1% | +41.4% | +31.7% | +47.4% |
| All | +194.6% | +301.3% | -106.7% | +88.8% |
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