-99.9%
TWAV vs SPY
+318.9%
-418.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -5.7% |
| 7D | -9.2% | -2.0% | -7.2% | -7.2% |
| 30D | -12.5% | -1.7% | -10.8% | -11.0% |
| 3M | -28.7% | +4.7% | -33.5% | -31.8% |
| 6M | +6.3% | +12.5% | -6.3% | -5.3% |
| YTD | -34.3% | +11.7% | -46.0% | -40.3% |
| 1Y | -59.9% | +17.5% | -77.4% | -65.0% |
| 3Y | -95.6% | +76.6% | -172.2% | -97.3% |
| 5Y | -99.9% | +82.0% | -182.0% | -100.0% |
| All | -99.9% | +318.9% | -418.8% | -100.0% |
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