+81.2%
T vs TW
+206.7%
-125.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +1.5% | -4.5% | +6.0% | +2.1% |
| 30D | +7.5% | -2.3% | +9.7% | +7.8% |
| 3M | +14.8% | +2.6% | +12.2% | +14.2% |
| 6M | -1.7% | -17.5% | +15.8% | +0.8% |
| YTD | +8.7% | -5.3% | +14.0% | +8.9% |
| 1Y | -7.5% | -14.8% | +7.3% | -5.8% |
| 3Y | +110.2% | +18.8% | +91.4% | +102.1% |
| 5Y | +71.6% | +20.7% | +50.9% | +61.9% |
| All | +81.2% | +206.7% | -125.5% | +45.7% |
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 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