+275.0%
TW vs COO
-14.3%
+289.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | +3.1% | +4.5% | -1.4% | +1.6% |
| 30D | +16.7% | +16.9% | -0.2% | +10.9% |
| 3M | +25.2% | -16.7% | +41.9% | +31.9% |
| 6M | +19.5% | +5.9% | +13.5% | +15.6% |
| YTD | +21.0% | -22.4% | +43.4% | +29.9% |
| 1Y | +19.0% | -10.1% | +29.1% | +21.0% |
| 3Y | +40.7% | -22.8% | +63.5% | +43.9% |
| 5Y | +40.1% | -41.4% | +81.6% | +60.1% |
| All | +275.0% | -14.3% | +289.3% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling