+89.1%
TRI vs TW
+209.8%
-120.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -14.4% | -2.7% | -11.6% | -13.6% |
| 30D | -8.1% | -1.7% | -6.4% | -7.6% |
| 3M | +17.5% | +1.6% | +15.9% | +16.9% |
| 6M | -5.0% | -17.7% | +12.7% | +0.6% |
| YTD | -24.7% | -4.3% | -20.4% | -23.8% |
| 1Y | -41.5% | -13.1% | -28.4% | -39.2% |
| 3Y | -20.3% | +20.3% | -40.6% | -25.7% |
| 5Y | -10.9% | +22.0% | -32.9% | -18.7% |
| All | +89.1% | +209.8% | -120.7% | +35.7% |
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