-9.8%
TRI vs TW
+19.5%
-29.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -7.9% | -4.5% | -3.4% | -6.4% |
| 30D | -4.5% | -2.3% | -2.2% | -3.7% |
| 3M | +22.1% | +2.6% | +19.5% | +21.2% |
| 6M | -2.8% | -17.5% | +14.8% | +3.0% |
| YTD | -23.4% | -5.3% | -18.1% | -22.2% |
| 1Y | -41.5% | -14.8% | -26.8% | -38.8% |
| 3Y | -19.2% | +18.8% | -38.0% | -23.9% |
| All | -9.8% | +19.5% | -29.3% | -14.6% |
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 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