+290.7%
TSM vs TW
+22.4%
+268.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.0% |
| 7D | +6.0% | -3.5% | +9.5% | +6.8% |
| 30D | +4.5% | +0.5% | +4.0% | +4.3% |
| 3M | +3.1% | +4.9% | -1.8% | +0.7% |
| 6M | +30.2% | -17.1% | +47.3% | +36.0% |
| YTD | +45.2% | -3.9% | +49.1% | +44.0% |
| 1Y | +79.6% | -13.3% | +92.8% | +83.9% |
| 3Y | +411.0% | +20.9% | +390.1% | +352.2% |
| 5Y | +290.7% | +20.5% | +270.2% | +218.6% |
| All | +290.7% | +22.4% | +268.3% | +218.6% |
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