+327.8%
TPR vs TW
+221.1%
+106.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -2.3% | -2.3% | 0.0% | -1.5% |
| 30D | -23.0% | +3.9% | -26.9% | -24.1% |
| 3M | -12.5% | +5.7% | -18.2% | -15.0% |
| 6M | -21.4% | -14.5% | -6.9% | -17.9% |
| YTD | -3.5% | -0.9% | -2.6% | -5.1% |
| 1Y | +17.4% | -13.5% | +30.9% | +21.2% |
| 3Y | +291.3% | +25.0% | +266.3% | +236.0% |
| 5Y | +241.9% | +22.7% | +219.2% | +187.0% |
| All | +327.8% | +221.1% | +106.7% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling