+469.1%
TT vs TW
+221.1%
+248.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -7.2% | +3.9% | -11.1% | -8.1% |
| 3M | -3.0% | +5.7% | -8.7% | -5.0% |
| 6M | +1.4% | -14.5% | +15.9% | +5.0% |
| YTD | +15.9% | -0.9% | +16.8% | +14.4% |
| 1Y | +9.4% | -13.5% | +22.9% | +12.4% |
| 3Y | +124.4% | +25.0% | +99.4% | +100.8% |
| 5Y | +138.0% | +22.7% | +115.3% | +109.1% |
| All | +469.1% | +221.1% | +248.0% | +288.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling