+197.8%
TW vs BG
+197.2%
+0.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -0.6% | +10.3% | -10.9% | -2.2% |
| 3M | +3.4% | -1.9% | +5.3% | +3.4% |
| 6M | -18.4% | +5.2% | -23.7% | -19.5% |
| YTD | -3.9% | +41.2% | -45.1% | -10.1% |
| 1Y | -13.3% | +50.5% | -63.9% | -20.0% |
| 3Y | +20.8% | +19.9% | +0.9% | +14.9% |
| 5Y | +20.3% | +86.7% | -66.4% | +1.5% |
| All | +197.8% | +197.2% | +0.5% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling