-67.3%
TWM vs SPY
+78.1%
-145.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | -0.1% |
| 7D | -3.1% | +2.6% | -5.7% | +3.0% |
| 30D | -5.0% | -2.0% | -3.0% | -8.0% |
| 3M | +19.2% | -2.8% | +22.0% | +13.9% |
| 6M | +2.9% | +2.1% | +0.8% | +11.6% |
| YTD | -22.9% | +11.5% | -34.3% | +4.9% |
| 1Y | -29.0% | +13.5% | -42.5% | +1.0% |
| 3Y | -67.3% | +77.7% | -145.0% | +100.6% |
| All | -67.3% | +78.1% | -145.4% | +100.6% |
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 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