+277.2%
TER vs TW
+21.9%
+255.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +3.9% |
| 7D | +11.0% | -3.5% | +14.4% | +10.5% |
| 30D | -1.9% | +0.5% | -2.4% | -1.8% |
| 3M | -0.7% | +4.9% | -5.6% | -0.6% |
| 6M | +36.4% | -17.1% | +53.5% | +40.4% |
| YTD | +92.4% | -3.9% | +96.3% | +91.1% |
| 1Y | +213.5% | -13.3% | +226.8% | +220.7% |
| 3Y | +277.2% | +20.9% | +256.3% | +265.8% |
| All | +277.2% | +21.9% | +255.3% | +265.8% |
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