+807.8%
TER vs TW
+211.2%
+596.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +12.4% | -0.5% | +12.9% | +12.5% |
| 30D | +5.1% | -0.6% | +5.7% | +5.2% |
| 3M | +4.0% | +3.4% | +0.6% | +1.1% |
| 6M | +29.5% | -18.4% | +48.0% | +35.5% |
| YTD | +98.5% | -3.9% | +102.4% | +93.5% |
| 1Y | +234.1% | -13.3% | +247.4% | +238.0% |
| 3Y | +289.0% | +20.8% | +268.2% | +232.4% |
| 5Y | +228.2% | +20.3% | +207.9% | +172.8% |
| All | +807.8% | +211.2% | +596.6% | +442.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling