-38.4%
TRI vs TW
-15.9%
-22.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.3% | -5.8% |
| 7D | -0.5% | -2.3% | +1.8% | +0.5% |
| 30D | +7.9% | +3.9% | +3.9% | +6.0% |
| 3M | +24.1% | +5.7% | +18.4% | +21.4% |
| 6M | +3.8% | -14.5% | +18.3% | +10.2% |
| YTD | -16.9% | -0.9% | -16.0% | -15.6% |
| 1Y | -38.4% | -13.5% | -24.9% | -30.3% |
| All | -38.4% | -15.9% | -22.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling