-99.7%
TWG vs SPY
+55.4%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.6% | -0.5% | +18.2% | +17.7% |
| 7D | +21.2% | +0.5% | +20.6% | +21.1% |
| 30D | -62.5% | -0.9% | -61.6% | -62.5% |
| 3M | -81.3% | +3.9% | -85.2% | -81.4% |
| 6M | -86.2% | +14.5% | -100.7% | -86.4% |
| YTD | -84.2% | +12.9% | -97.1% | -84.4% |
| 1Y | -89.5% | +19.4% | -108.9% | -89.9% |
| All | -99.7% | +55.4% | -155.1% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling