+180.1%
SU vs TW
+206.7%
-26.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.2% | -4.5% | +6.7% | +3.4% |
| 30D | +8.4% | -2.3% | +10.7% | +9.0% |
| 3M | +12.1% | +2.6% | +9.5% | +10.8% |
| 6M | +19.7% | -17.5% | +37.2% | +24.8% |
| YTD | +58.4% | -5.3% | +63.7% | +58.8% |
| 1Y | +67.2% | -14.8% | +82.0% | +72.2% |
| 3Y | +125.0% | +18.8% | +106.2% | +107.1% |
| 5Y | +355.1% | +20.7% | +334.3% | +306.6% |
| All | +180.1% | +206.7% | -26.6% | +83.1% |
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