+26.0%
TW vs FGI
-4.4%
+30.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.8% |
| 7D | -2.3% | +0.5% | -2.9% | -2.3% |
| 30D | +3.9% | +65.4% | -61.5% | +3.4% |
| 3M | +5.7% | +23.5% | -17.8% | +5.2% |
| 6M | -14.5% | +60.5% | -75.1% | -15.4% |
| YTD | -0.9% | +30.0% | -30.9% | -1.6% |
| 1Y | -13.5% | +82.1% | -95.6% | -15.1% |
| All | +26.0% | -4.4% | +30.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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