+1,098.9%
TSM vs TW
+221.1%
+877.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.6% |
| 7D | +2.7% | -2.3% | +5.1% | +3.3% |
| 30D | +3.6% | +3.9% | -0.3% | +2.5% |
| 3M | -3.4% | +5.7% | -9.1% | -5.9% |
| 6M | +20.6% | -14.5% | +35.1% | +24.8% |
| YTD | +41.9% | -0.9% | +42.7% | +39.7% |
| 1Y | +84.4% | -13.5% | +97.9% | +89.0% |
| 3Y | +380.2% | +25.0% | +355.2% | +329.0% |
| 5Y | +275.3% | +22.7% | +252.6% | +226.9% |
| All | +1,098.9% | +221.1% | +877.8% | +769.4% |
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