+383.3%
TPR vs GWW
+663.6%
-280.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -1.3% |
| 7D | +12.1% | +5.5% | +6.5% | +8.4% |
| 30D | +16.7% | +14.4% | +2.3% | +7.8% |
| 3M | -17.4% | +13.7% | -31.1% | -23.6% |
| 6M | +2.3% | +20.1% | -17.8% | -9.0% |
| YTD | +7.1% | +47.1% | -39.9% | -16.4% |
| 1Y | +29.5% | +56.2% | -26.7% | -2.7% |
| 3Y | +415.0% | +90.5% | +324.5% | +235.0% |
| 5Y | +261.5% | +221.2% | +40.2% | +63.5% |
| 10Y | +383.3% | +648.4% | -265.1% | +50.7% |
| All | +383.3% | +663.6% | -280.3% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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