-8.8%
TSN vs TW
+221.1%
-229.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -6.3% | -2.3% | -4.0% | -6.0% |
| 30D | -10.8% | +3.9% | -14.7% | -11.4% |
| 3M | -8.8% | +5.7% | -14.5% | -9.9% |
| 6M | -16.8% | -14.5% | -2.3% | -15.0% |
| YTD | -10.0% | -0.9% | -9.1% | -10.6% |
| 1Y | -5.3% | -13.5% | +8.3% | -3.6% |
| 3Y | +8.5% | +25.0% | -16.5% | +0.9% |
| 5Y | -22.9% | +22.7% | -45.6% | -29.3% |
| All | -8.8% | +221.1% | -229.9% | -35.0% |
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