+192.8%
TD vs TW
+206.7%
-13.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.5% | -4.5% | +3.9% | +0.3% |
| 30D | -1.9% | -2.3% | +0.4% | -1.5% |
| 3M | +4.8% | +2.6% | +2.2% | +3.7% |
| 6M | +28.0% | -17.5% | +45.5% | +32.3% |
| YTD | +30.3% | -5.3% | +35.6% | +30.2% |
| 1Y | +59.8% | -14.8% | +74.5% | +63.3% |
| 3Y | +124.7% | +18.8% | +105.9% | +107.2% |
| 5Y | +127.0% | +20.7% | +106.2% | +104.4% |
| All | +192.8% | +206.7% | -13.9% | +110.3% |
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