-53.1%
TE vs TW
+124.2%
-177.2%
-94.1%
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% | +0.7% |
| 7D | +0.2% | -4.5% | +4.7% | +0.6% |
| 30D | -5.9% | -2.3% | -3.7% | -5.8% |
| 3M | -45.6% | +2.6% | -48.2% | -46.1% |
| 6M | -43.4% | -17.5% | -25.8% | -42.1% |
| YTD | -31.0% | -5.3% | -25.7% | -31.5% |
| 1Y | +145.2% | -14.8% | +160.0% | +148.4% |
| 3Y | -24.1% | +18.8% | -42.9% | -31.1% |
| 5Y | -48.1% | +20.7% | -68.9% | -54.5% |
| All | -53.1% | +124.2% | -177.2% | -59.9% |
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