+145.2%
TE vs TW
-14.2%
+159.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | -0.1% |
| 7D | +0.2% | -4.5% | +4.7% | -2.9% |
| 30D | -5.9% | -2.3% | -3.7% | -7.3% |
| 3M | -45.6% | +2.6% | -48.2% | -44.4% |
| 6M | -43.4% | -17.5% | -25.8% | -45.5% |
| YTD | -31.0% | -5.3% | -25.7% | -28.4% |
| 1Y | +145.2% | -14.8% | +160.0% | +145.1% |
| All | +145.2% | -14.2% | +159.4% | +145.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling