+227.4%
TDG vs TW
+211.2%
+16.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -8.0% | -0.6% | -7.4% | -7.9% |
| 3M | -10.5% | +3.4% | -13.9% | -12.4% |
| 6M | -11.9% | -18.4% | +6.5% | -5.7% |
| YTD | -15.4% | -3.9% | -11.4% | -15.8% |
| 1Y | -14.2% | -13.3% | -0.9% | -11.1% |
| 3Y | +51.0% | +20.8% | +30.2% | +32.5% |
| 5Y | +126.5% | +20.3% | +106.2% | +93.8% |
| All | +227.4% | +211.2% | +16.1% | +82.6% |
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