+21.3%
TWFG vs SPY
+40.1%
-18.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -7.6% | -0.8% | -6.8% | -7.4% |
| 30D | +0.1% | -1.1% | +1.2% | +0.4% |
| 3M | +26.0% | +3.9% | +22.1% | +24.2% |
| 6M | +37.5% | +13.6% | +23.9% | +29.8% |
| YTD | -7.2% | +12.7% | -19.9% | -12.2% |
| 1Y | +7.0% | +17.5% | -10.5% | -1.3% |
| All | +21.3% | +40.1% | -18.8% | +0.7% |
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