-99.8%
TWM vs SPY
+659.6%
-759.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | +1.2% |
| 7D | +5.0% | -0.8% | +5.8% | +3.3% |
| 30D | +10.3% | -1.1% | +11.3% | +7.9% |
| 3M | +1.7% | +3.9% | -2.2% | +11.8% |
| 6M | -24.3% | +13.6% | -37.9% | +4.7% |
| YTD | -28.4% | +12.7% | -41.1% | -1.8% |
| 1Y | -32.4% | +17.5% | -49.9% | +3.8% |
| 3Y | -64.1% | +76.9% | -141.0% | +67.2% |
| 5Y | -61.9% | +83.6% | -145.5% | +153.9% |
| 10Y | -95.6% | +320.7% | -416.3% | +253.2% |
| All | -99.8% | +659.6% | -759.5% | +157.9% |
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