+839.4%
TWIN vs SPY
+3,059.5%
-2,220.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.5% |
| 7D | +8.0% | -0.4% | +8.4% | +8.3% |
| 30D | +4.3% | -1.4% | +5.6% | +5.5% |
| 3M | +22.6% | +3.7% | +18.9% | +18.4% |
| 6M | +49.1% | +13.0% | +36.1% | +32.6% |
| YTD | +48.9% | +12.4% | +36.5% | +33.4% |
| 1Y | +83.5% | +18.5% | +64.9% | +56.2% |
| 3Y | +78.2% | +77.6% | +0.6% | +4.4% |
| 5Y | +125.8% | +81.7% | +44.1% | +27.4% |
| 10Y | +121.3% | +319.7% | -198.4% | -40.3% |
| All | +839.4% | +3,059.5% | -2,220.1% | +26.6% |
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 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