-48.5%
TE vs TW
+127.6%
-176.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.0% | +13.0% | +10.3% |
| 7D | +18.2% | -3.5% | +21.7% | +18.6% |
| 30D | -13.5% | +0.5% | -14.0% | -13.6% |
| 3M | -44.6% | +4.9% | -49.5% | -45.2% |
| 6M | -24.7% | -17.1% | -7.6% | -22.9% |
| YTD | -24.3% | -3.9% | -20.4% | -24.9% |
| 1Y | +155.6% | -13.3% | +168.8% | +158.4% |
| 3Y | -18.3% | +20.9% | -39.2% | -26.0% |
| 5Y | -41.3% | +20.5% | -61.8% | -48.5% |
| All | -48.5% | +127.6% | -176.1% | -56.0% |
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 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