+59.3%
TWI vs SPY
+2,984.8%
-2,925.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.8% |
| 7D | +6.3% | +0.5% | +5.8% | +5.7% |
| 30D | +7.1% | -0.9% | +8.0% | +8.2% |
| 3M | +6.6% | +3.9% | +2.7% | +2.0% |
| 6M | -9.0% | +14.5% | -23.5% | -21.9% |
| YTD | +0.6% | +12.9% | -12.3% | -11.9% |
| 1Y | -11.0% | +19.4% | -30.3% | -26.9% |
| 3Y | -30.6% | +78.5% | -109.1% | -63.3% |
| 5Y | +7.1% | +81.8% | -74.7% | -42.5% |
| 10Y | -14.3% | +311.5% | -325.8% | -81.0% |
| All | +59.3% | +2,984.8% | -2,925.5% | -90.0% |
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