-64.9%
TWM vs SPY
+77.4%
-142.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -1.3% |
| 7D | -0.1% | +0.1% | -0.2% | +0.2% |
| 30D | +3.1% | +0.1% | +3.1% | +3.4% |
| 3M | -2.7% | +2.0% | -4.7% | +3.1% |
| 6M | -22.9% | +13.0% | -35.9% | +5.4% |
| YTD | -31.8% | +13.5% | -45.4% | -5.0% |
| 1Y | -37.8% | +20.0% | -57.7% | -0.2% |
| All | -64.9% | +77.4% | -142.2% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling