+278.9%
TSM vs TW
+41.3%
+237.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.1% |
| 7D | +4.4% | +2.8% | +1.6% | +3.8% |
| 30D | -7.0% | +18.1% | -25.0% | -10.4% |
| 3M | -1.8% | +25.2% | -27.0% | -6.8% |
| 6M | +2.7% | +19.1% | -16.4% | -2.1% |
| YTD | +37.1% | +21.9% | +15.2% | +28.8% |
| 1Y | +43.5% | +18.9% | +24.5% | +35.8% |
| 3Y | +341.5% | +41.7% | +299.8% | +281.2% |
| 5Y | +278.9% | +40.4% | +238.5% | +189.1% |
| All | +278.9% | +41.3% | +237.6% | +189.1% |
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