+439.8%
TT vs TW
+294.9%
+144.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.8% |
| 7D | +3.5% | +2.8% | +0.7% | +2.8% |
| 30D | -11.0% | +18.1% | -29.1% | -14.9% |
| 3M | -12.0% | +25.2% | -37.2% | -17.2% |
| 6M | -10.4% | +19.1% | -29.5% | -15.1% |
| YTD | +9.9% | +21.9% | -12.0% | +2.6% |
| 1Y | +1.5% | +18.9% | -17.5% | -4.6% |
| 3Y | +93.7% | +41.7% | +52.0% | +68.3% |
| 5Y | +139.2% | +40.4% | +98.8% | +102.8% |
| All | +439.8% | +294.9% | +144.9% | +248.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling