+199.8%
TER vs TW
-15.9%
+215.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +6.0% |
| 7D | +0.6% | -2.3% | +2.9% | -1.1% |
| 30D | -8.3% | +3.9% | -12.2% | -5.7% |
| 3M | -12.2% | +5.7% | -18.0% | -6.8% |
| 6M | +17.0% | -14.5% | +31.5% | +18.0% |
| YTD | +84.6% | -0.9% | +85.5% | +91.3% |
| 1Y | +199.8% | -13.5% | +213.3% | +195.9% |
| All | +199.8% | -15.9% | +215.7% | +195.9% |
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 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