-18.5%
TW vs SARO
-23.7%
+5.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -2.7% | -4.0% | +1.3% | -2.2% |
| 30D | -1.7% | -16.1% | +14.4% | +0.4% |
| 3M | +1.6% | -4.5% | +6.1% | +1.9% |
| 6M | -17.7% | -17.0% | -0.6% | -16.0% |
| YTD | -4.3% | -17.5% | +13.2% | -2.5% |
| 1Y | -13.1% | -12.3% | -0.8% | -12.7% |
| All | -18.5% | -23.7% | +5.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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