+214.8%
TER vs TW
-14.0%
+228.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.8% |
| 7D | +9.4% | -2.7% | +12.1% | +7.3% |
| 30D | -2.4% | -1.7% | -0.7% | -3.5% |
| 3M | +6.5% | +1.6% | +4.9% | +9.8% |
| 6M | +23.2% | -17.7% | +40.9% | +21.1% |
| YTD | +91.5% | -4.3% | +95.8% | +93.7% |
| 1Y | +214.8% | -13.1% | +227.9% | +213.2% |
| All | +214.8% | -14.0% | +228.8% | +213.2% |
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 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