+20.9%
TW vs SPY
+78.7%
-57.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | +0.5% | -0.9% | +1.4% | +0.8% |
| 3M | +4.9% | +3.9% | +1.1% | +3.4% |
| 6M | -17.1% | +14.5% | -31.6% | -22.0% |
| YTD | -3.9% | +12.9% | -16.8% | -9.0% |
| 1Y | -13.3% | +19.4% | -32.6% | -20.1% |
| 3Y | +20.9% | +78.5% | -57.5% | -6.6% |
| All | +20.9% | +78.7% | -57.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling