+17.3%
TRU vs TW
+211.2%
-194.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | -2.5% | -0.6% | -1.9% | -2.3% |
| 3M | +10.4% | +3.4% | +7.0% | +8.5% |
| 6M | +1.6% | -18.4% | +20.1% | +9.2% |
| YTD | -9.7% | -3.9% | -5.8% | -9.1% |
| 1Y | -17.3% | -13.3% | -3.9% | -13.5% |
| 3Y | -1.8% | +20.8% | -22.7% | -12.8% |
| 5Y | -36.2% | +20.3% | -56.5% | -44.9% |
| All | +17.3% | +211.2% | -194.0% | -24.3% |
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 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