+311.8%
TPR vs TW
+211.4%
+100.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.7% |
| 7D | -3.4% | -3.5% | +0.1% | -2.2% |
| 30D | -27.3% | +0.5% | -27.8% | -27.6% |
| 3M | -16.2% | +4.9% | -21.2% | -18.4% |
| 6M | -17.9% | -17.1% | -0.8% | -13.3% |
| YTD | -7.1% | -3.9% | -3.3% | -7.6% |
| 1Y | +13.6% | -13.3% | +26.9% | +17.1% |
| 3Y | +293.7% | +20.9% | +272.8% | +242.3% |
| 5Y | +239.1% | +20.5% | +218.6% | +186.4% |
| All | +311.8% | +211.4% | +100.4% | +143.9% |
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