+36.0%
TSM vs TW
+20.8%
+15.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.0% |
| 7D | -10.0% | +6.0% | -15.9% | -8.8% |
| 30D | -18.5% | +18.6% | -37.1% | -15.6% |
| 3M | -4.9% | +26.5% | -31.4% | -0.1% |
| 6M | -1.0% | +13.1% | -14.1% | +3.5% |
| YTD | +31.3% | +18.5% | +12.7% | +36.7% |
| 1Y | +36.0% | +21.7% | +14.3% | +42.7% |
| All | +36.0% | +20.8% | +15.3% | +42.7% |
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 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