-17.8%
TSN vs TW
+19.6%
-37.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | +1.4% | -2.7% | +4.1% | +1.5% |
| 30D | -6.2% | -1.7% | -4.4% | -6.1% |
| 3M | -5.7% | +1.6% | -7.3% | -5.9% |
| 6M | -11.4% | -17.7% | +6.3% | -10.3% |
| YTD | -8.2% | -4.3% | -3.8% | -8.2% |
| 1Y | -2.0% | -13.1% | +11.1% | -1.3% |
| 3Y | +11.9% | +20.3% | -8.4% | +9.3% |
| 5Y | -17.8% | +22.0% | -39.7% | -24.2% |
| All | -17.8% | +19.6% | -37.4% | -24.2% |
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