+37.1%
TW vs COO
-40.8%
+77.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.2% |
| 7D | +3.4% | +4.3% | -0.9% | +2.4% |
| 30D | +15.5% | +17.6% | -2.1% | +11.1% |
| 3M | +25.1% | -13.9% | +39.0% | +29.0% |
| 6M | +18.2% | +6.6% | +11.6% | +15.3% |
| YTD | +19.7% | -22.0% | +41.7% | +26.2% |
| 1Y | +18.1% | -8.8% | +26.9% | +19.4% |
| 3Y | +40.5% | -21.5% | +62.0% | +41.5% |
| 5Y | +37.1% | -41.0% | +78.1% | +49.9% |
| All | +37.1% | -40.8% | +77.9% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling