+365.1%
TPR vs TW
+286.2%
+78.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +14.2% | +4.2% | +10.0% | +12.6% |
| 30D | +17.1% | +18.9% | -1.8% | +10.2% |
| 3M | -17.7% | +23.8% | -41.5% | -23.9% |
| 6M | -10.2% | +17.0% | -27.2% | -16.0% |
| YTD | +4.9% | +19.2% | -14.3% | -3.3% |
| 1Y | +36.1% | +20.1% | +16.0% | +25.0% |
| 3Y | +416.5% | +40.5% | +376.0% | +328.6% |
| 5Y | +254.8% | +38.0% | +216.7% | +186.8% |
| All | +365.1% | +286.2% | +78.9% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling