+20.9%
TW vs COO
-23.3%
+44.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.7% |
| 7D | -3.5% | -2.3% | -1.2% | -3.2% |
| 30D | +0.5% | -8.8% | +9.3% | +1.6% |
| 3M | +4.9% | +1.3% | +3.6% | +4.7% |
| 6M | -17.1% | -11.6% | -5.5% | -15.9% |
| YTD | -3.9% | -17.4% | +13.6% | -1.7% |
| 1Y | -13.3% | -1.6% | -11.7% | -13.0% |
| 3Y | +20.9% | -22.6% | +43.5% | +28.4% |
| All | +20.9% | -23.3% | +44.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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