+18.8%
TW vs BG
+18.0%
+0.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -4.5% | +3.1% | -7.6% | -4.7% |
| 30D | -2.3% | +10.2% | -12.5% | -2.9% |
| 3M | +2.6% | -1.7% | +4.3% | +2.7% |
| 6M | -17.5% | +1.0% | -18.5% | -17.6% |
| YTD | -5.3% | +39.9% | -45.2% | -8.5% |
| 1Y | -14.8% | +53.2% | -68.0% | -18.5% |
| 3Y | +18.8% | +16.3% | +2.6% | +16.0% |
| All | +18.8% | +18.0% | +0.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling