-53.1%
TEAM vs TW
+20.0%
-73.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.7% | -0.5% | -4.2% | -4.3% |
| 30D | +17.0% | -0.6% | +17.6% | +17.5% |
| 3M | +85.9% | +3.4% | +82.5% | +81.8% |
| 6M | +116.7% | -18.4% | +135.1% | +142.6% |
| YTD | +9.6% | -3.9% | +13.5% | +10.4% |
| 1Y | -2.5% | -13.3% | +10.8% | +4.5% |
| 3Y | -14.0% | +20.8% | -34.8% | -35.8% |
| 5Y | -53.1% | +20.3% | -73.4% | -62.2% |
| All | -53.1% | +20.0% | -73.1% | -62.2% |
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