+127.9%
TT vs TW
+37.3%
+90.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -2.0% | +4.2% | -6.2% | -3.0% |
| 30D | -14.0% | +18.9% | -32.9% | -17.7% |
| 3M | -15.9% | +23.8% | -39.7% | -20.4% |
| 6M | -17.3% | +17.0% | -34.4% | -21.0% |
| YTD | +4.0% | +19.2% | -15.3% | -2.2% |
| 1Y | -7.1% | +20.1% | -27.2% | -12.9% |
| 3Y | +90.2% | +40.5% | +49.7% | +61.1% |
| All | +127.9% | +37.3% | +90.6% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling