+130.4%
TD vs TW
+44.1%
+86.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | +1.1% | +3.9% | -2.8% | +1.0% |
| 30D | +5.2% | +19.9% | -14.7% | +4.6% |
| 3M | +1.2% | +25.9% | -24.7% | +0.4% |
| 6M | +17.7% | +21.1% | -3.4% | +17.1% |
| YTD | +34.2% | +23.9% | +10.3% | +32.8% |
| 1Y | +55.4% | +21.2% | +34.2% | +54.2% |
| 3Y | +130.4% | +44.8% | +85.6% | +123.1% |
| All | +130.4% | +44.1% | +86.3% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling