+181.5%
TER vs TW
+41.9%
+139.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.1% |
| 7D | -8.9% | +3.1% | -12.0% | -8.4% |
| 30D | -39.1% | +16.7% | -55.8% | -37.4% |
| 3M | -32.8% | +25.2% | -57.9% | -30.1% |
| 6M | -31.7% | +19.5% | -51.2% | -28.4% |
| YTD | +26.9% | +21.0% | +5.9% | +31.2% |
| 1Y | +33.6% | +19.0% | +14.6% | +38.6% |
| 3Y | +181.5% | +40.7% | +140.8% | +180.3% |
| All | +181.5% | +41.9% | +139.6% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling