-36.5%
TWM vs SPY
+19.4%
-55.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | -0.5% |
| 7D | -2.6% | +0.5% | -3.2% | -1.3% |
| 30D | +5.0% | -0.9% | +5.9% | +2.8% |
| 3M | -6.8% | +3.9% | -10.7% | +3.4% |
| 6M | -28.4% | +14.5% | -42.9% | +4.4% |
| YTD | -31.2% | +12.9% | -44.2% | -1.9% |
| 1Y | -36.5% | +19.4% | -55.8% | +8.8% |
| All | -36.5% | +19.4% | -55.9% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling