+396.0%
TPR vs TW
+44.1%
+351.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -0.3% | +3.9% | -4.2% | -0.7% |
| 30D | +15.1% | +19.9% | -4.8% | +12.7% |
| 3M | +3.5% | +25.9% | -22.4% | +0.7% |
| 6M | +0.4% | +21.1% | -20.7% | -2.0% |
| YTD | +4.6% | +23.9% | -19.3% | +0.9% |
| 1Y | +33.1% | +21.2% | +11.9% | +28.7% |
| 3Y | +396.0% | +44.8% | +351.2% | +407.7% |
| All | +396.0% | +44.1% | +351.9% | +407.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling