+431.1%
TT vs TW
+301.3%
+129.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | +4.0% | +3.9% | +0.1% | +3.0% |
| 30D | -11.3% | +19.9% | -31.2% | -15.5% |
| 3M | -12.3% | +25.9% | -38.2% | -17.6% |
| 6M | -10.8% | +21.1% | -32.0% | -15.9% |
| YTD | +8.2% | +23.9% | -15.8% | +0.5% |
| 1Y | +1.5% | +21.2% | -19.8% | -5.1% |
| 3Y | +91.5% | +44.8% | +46.7% | +65.4% |
| 5Y | +130.2% | +41.4% | +88.8% | +94.8% |
| All | +431.1% | +301.3% | +129.8% | +241.1% |
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