+346.2%
TSM vs TW
+41.7%
+304.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.2% |
| 7D | +4.4% | +2.8% | +1.6% | +4.3% |
| 30D | -7.0% | +18.1% | -25.0% | -8.1% |
| 3M | -1.8% | +25.2% | -27.0% | -3.6% |
| 6M | +2.7% | +19.1% | -16.4% | +1.4% |
| YTD | +37.1% | +21.9% | +15.2% | +33.8% |
| 1Y | +43.5% | +18.9% | +24.5% | +40.9% |
| All | +346.2% | +41.7% | +304.4% | +311.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling