+240.4%
TPR vs TW
+23.1%
+217.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -2.3% | -2.3% | 0.0% | -1.6% |
| 30D | -23.0% | +3.9% | -26.9% | -24.0% |
| 3M | -12.5% | +5.7% | -18.2% | -14.6% |
| 6M | -21.4% | -14.5% | -6.9% | -18.0% |
| YTD | -3.5% | -0.9% | -2.6% | -5.0% |
| 1Y | +17.4% | -13.5% | +30.9% | +21.1% |
| 3Y | +291.3% | +25.0% | +266.3% | +231.0% |
| All | +240.4% | +23.1% | +217.3% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling