+375.0%
TPR vs TW
+291.9%
+83.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +12.1% | +3.1% | +9.0% | +10.9% |
| 30D | +16.7% | +16.7% | 0.0% | +10.5% |
| 3M | -17.4% | +25.2% | -42.6% | -23.8% |
| 6M | +2.3% | +19.5% | -17.2% | -4.9% |
| YTD | +7.1% | +21.0% | -13.9% | -1.8% |
| 1Y | +29.5% | +19.0% | +10.5% | +19.4% |
| 3Y | +415.0% | +40.7% | +374.4% | +327.9% |
| 5Y | +261.5% | +40.1% | +221.3% | +190.7% |
| All | +375.0% | +291.9% | +83.1% | +159.3% |
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