+416.5%
TPR vs GWW
+92.7%
+323.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +14.2% | +6.0% | +8.2% | +11.6% |
| 30D | +17.1% | +14.0% | +3.1% | +11.5% |
| 3M | -17.7% | +12.5% | -30.3% | -21.4% |
| 6M | -10.2% | +23.6% | -33.8% | -18.2% |
| YTD | +4.9% | +43.6% | -38.7% | -11.2% |
| 1Y | +36.1% | +52.5% | -16.3% | +12.0% |
| 3Y | +416.5% | +92.6% | +323.9% | +296.1% |
| All | +416.5% | +92.7% | +323.7% | +296.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling