+7.3%
TNA vs TW
+211.2%
-204.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.1% | -4.1% |
| 7D | -3.6% | -0.5% | -3.1% | -3.2% |
| 30D | -10.1% | -0.6% | -9.4% | -10.0% |
| 3M | +2.7% | +3.4% | -0.7% | -3.8% |
| 6M | +38.4% | -18.4% | +56.9% | +55.5% |
| YTD | +45.4% | -3.9% | +49.3% | +37.7% |
| 1Y | +55.9% | -13.3% | +69.3% | +61.7% |
| 3Y | +109.8% | +20.8% | +89.0% | +44.0% |
| 5Y | -22.5% | +20.3% | -42.8% | -46.1% |
| All | +7.3% | +211.2% | -204.0% | -62.5% |
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