+284.0%
TW vs SPY
+193.5%
+90.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +3.9% | +2.6% | +1.3% | +2.3% |
| 30D | +19.9% | -2.0% | +21.9% | +21.1% |
| 3M | +25.9% | -2.8% | +28.7% | +27.8% |
| 6M | +21.1% | +2.1% | +19.0% | +18.5% |
| YTD | +23.9% | +11.5% | +12.4% | +14.0% |
| 1Y | +21.2% | +13.5% | +7.8% | +10.1% |
| 3Y | +44.8% | +77.7% | -32.9% | -5.4% |
| 5Y | +41.4% | +72.6% | -31.2% | -6.5% |
| All | +284.0% | +193.5% | +90.5% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling