+357.0%
TPR vs GWW
+665.1%
-308.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -1.1% | +3.7% | -4.9% | -3.2% |
| 30D | +15.1% | +13.6% | +1.5% | +6.8% |
| 3M | -13.4% | +15.4% | -28.8% | -20.6% |
| 6M | +1.4% | +21.8% | -20.4% | -10.6% |
| YTD | +4.8% | +50.0% | -45.3% | -19.2% |
| 1Y | +29.2% | +60.2% | -31.0% | -4.4% |
| 3Y | +403.7% | +94.4% | +309.3% | +223.6% |
| 5Y | +230.8% | +221.8% | +9.0% | +49.5% |
| All | +357.0% | +665.1% | -308.1% | +39.5% |
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