+64.2%
T vs TW
+20.0%
+44.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +4.6% | -0.6% | +5.2% | +4.6% |
| 3M | +12.2% | +3.4% | +8.8% | +11.7% |
| 6M | -6.5% | -18.4% | +12.0% | -4.1% |
| YTD | +4.9% | -3.9% | +8.8% | +4.9% |
| 1Y | -10.5% | -13.3% | +2.8% | -9.2% |
| 3Y | +104.6% | +20.8% | +83.8% | +99.7% |
| 5Y | +64.2% | +20.3% | +43.9% | +56.4% |
| All | +64.2% | +20.0% | +44.2% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling