+306.7%
TPR vs GWW
+553.5%
-246.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | -7.3% | -0.5% | -6.8% | -7.0% |
| 30D | -30.7% | -1.4% | -29.3% | -30.3% |
| 3M | -21.6% | -3.6% | -18.0% | -20.5% |
| 6M | -21.3% | +15.1% | -36.4% | -28.5% |
| YTD | -10.2% | +27.5% | -37.7% | -23.7% |
| 1Y | +9.5% | +29.6% | -20.1% | -8.0% |
| 3Y | +280.8% | +90.1% | +190.7% | +147.1% |
| 5Y | +218.7% | +222.6% | -3.9% | +43.3% |
| 10Y | +306.7% | +566.5% | -259.8% | +35.3% |
| All | +306.7% | +553.5% | -246.8% | +35.3% |
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