-94.8%
TWM vs SPY
+311.8%
-406.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | +1.1% |
| 7D | 0.0% | -0.9% | +0.9% | -1.1% |
| 30D | -4.3% | -2.4% | -1.9% | -8.0% |
| 3M | +13.0% | -1.2% | +14.1% | +12.0% |
| 6M | +0.9% | +3.3% | -2.4% | +11.9% |
| YTD | -25.8% | +12.3% | -38.1% | +1.6% |
| 1Y | -27.5% | +12.4% | -40.0% | +0.5% |
| 3Y | -68.6% | +78.8% | -147.4% | +44.0% |
| 5Y | -52.6% | +75.2% | -127.8% | +173.0% |
| 10Y | -94.8% | +311.1% | -405.9% | +275.5% |
| All | -94.8% | +311.8% | -406.6% | +275.5% |
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