+464.4%
TT vs TW
+211.2%
+253.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -6.7% | -0.6% | -6.1% | -6.6% |
| 3M | -5.4% | +3.4% | -8.8% | -6.9% |
| 6M | +4.4% | -18.4% | +22.8% | +9.5% |
| YTD | +14.9% | -3.9% | +18.8% | +14.4% |
| 1Y | +9.3% | -13.3% | +22.6% | +12.0% |
| 3Y | +121.7% | +20.8% | +100.9% | +100.2% |
| 5Y | +148.2% | +20.3% | +127.9% | +119.1% |
| All | +464.4% | +211.2% | +253.1% | +288.2% |
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