+50.9%
TW vs FGI
-66.3%
+117.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.7% |
| 7D | +3.2% | +13.5% | -10.3% | +3.1% |
| 30D | +19.7% | +17.1% | +2.6% | +19.4% |
| 3M | +26.8% | +78.0% | -51.2% | +25.0% |
| 6M | +20.9% | +46.4% | -25.6% | +19.2% |
| YTD | +22.9% | +47.7% | -24.8% | +20.2% |
| 1Y | +20.4% | +56.8% | -36.4% | +17.0% |
| 3Y | +42.9% | +12.3% | +30.6% | +36.3% |
| All | +50.9% | -66.3% | +117.2% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling