+5.1%
TNA vs TW
+206.7%
-201.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.9% |
| 7D | -7.3% | -4.5% | -2.8% | -3.8% |
| 30D | -14.2% | -2.3% | -11.9% | -13.0% |
| 3M | -4.6% | +2.6% | -7.2% | -9.9% |
| 6M | +36.9% | -17.5% | +54.5% | +52.1% |
| YTD | +42.5% | -5.3% | +47.9% | +36.6% |
| 1Y | +45.8% | -14.8% | +60.5% | +53.2% |
| 3Y | +104.7% | +18.8% | +85.8% | +42.4% |
| 5Y | -21.7% | +20.7% | -42.4% | -45.9% |
| All | +5.1% | +206.7% | -201.6% | -62.8% |
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 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