+376.6%
TPR vs TW
+287.8%
+88.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +12.7% | +3.4% | +9.3% | +11.4% |
| 30D | +17.1% | +15.5% | +1.6% | +11.3% |
| 3M | -15.9% | +25.1% | -41.0% | -22.4% |
| 6M | +2.6% | +18.2% | -15.6% | -4.3% |
| YTD | +7.5% | +19.7% | -12.2% | -1.1% |
| 1Y | +32.9% | +18.1% | +14.8% | +22.8% |
| 3Y | +413.8% | +40.5% | +373.3% | +326.6% |
| 5Y | +263.9% | +37.1% | +226.8% | +195.1% |
| All | +376.6% | +287.8% | +88.8% | +161.1% |
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 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