+46.4%
TW vs FGI
-70.6%
+117.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +4.2% | -7.0% | +11.2% | +4.3% |
| 30D | +18.9% | -4.2% | +23.2% | +18.9% |
| 3M | +23.8% | +55.6% | -31.8% | +22.2% |
| 6M | +17.0% | -3.2% | +20.2% | +16.1% |
| YTD | +19.2% | +29.1% | -9.9% | +16.8% |
| 1Y | +20.1% | +51.0% | -30.9% | +16.7% |
| 3Y | +40.5% | +1.5% | +39.0% | +33.8% |
| All | +46.4% | -70.6% | +117.0% | +45.1% |
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