+47.5%
TDY vs TW
+19.1%
+28.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.1% | -4.5% | +3.4% | -0.6% |
| 30D | -12.0% | -2.3% | -9.8% | -11.8% |
| 3M | -3.2% | +2.6% | -5.8% | -4.0% |
| 6M | -7.9% | -17.5% | +9.7% | -5.1% |
| YTD | +18.2% | -5.3% | +23.5% | +18.3% |
| 1Y | +6.7% | -14.8% | +21.4% | +9.3% |
| 3Y | +47.5% | +18.8% | +28.7% | +45.6% |
| All | +47.5% | +19.1% | +28.5% | +45.6% |
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 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