+528.9%
TER vs TW
+294.9%
+234.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.1% |
| 7D | +5.9% | +2.8% | +3.0% | +5.1% |
| 30D | -30.8% | +18.1% | -48.8% | -33.8% |
| 3M | -29.9% | +25.2% | -55.2% | -34.4% |
| 6M | -27.5% | +19.1% | -46.6% | -32.1% |
| YTD | +37.5% | +21.9% | +15.6% | +25.3% |
| 1Y | +50.3% | +18.9% | +31.3% | +38.2% |
| 3Y | +204.9% | +41.7% | +163.1% | +152.7% |
| 5Y | +89.2% | +40.4% | +48.8% | +51.9% |
| All | +528.9% | +294.9% | +234.0% | +251.0% |
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