-48.5%
TE vs TW
+19.6%
-68.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -6.7% |
| 7D | +0.9% | -2.7% | +3.6% | +1.2% |
| 30D | -16.3% | -1.7% | -14.5% | -16.1% |
| 3M | -40.8% | +1.6% | -42.3% | -41.4% |
| 6M | -42.6% | -17.7% | -24.9% | -40.4% |
| YTD | -31.4% | -4.3% | -27.1% | -32.4% |
| 1Y | +144.9% | -13.1% | +158.0% | +149.0% |
| 3Y | -26.0% | +20.3% | -46.3% | -40.4% |
| 5Y | -48.5% | +22.0% | -70.4% | -54.0% |
| All | -48.5% | +19.6% | -68.1% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling