+146.3%
TGT vs TW
+211.4%
-65.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.5% |
| 7D | -0.6% | -3.5% | +2.8% | 0.0% |
| 30D | +9.5% | +0.5% | +9.0% | +9.4% |
| 3M | +32.3% | +4.9% | +27.3% | +30.6% |
| 6M | +37.0% | -17.1% | +54.1% | +41.5% |
| YTD | +71.0% | -3.9% | +74.9% | +70.7% |
| 1Y | +85.0% | -13.3% | +98.3% | +88.7% |
| 3Y | +46.8% | +20.9% | +25.9% | +32.7% |
| 5Y | -22.7% | +20.5% | -43.2% | -31.9% |
| All | +146.3% | +211.4% | -65.1% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling