-99.8%
TWM vs SPY
+650.0%
-749.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.8% | -1.2% |
| 7D | -3.2% | +0.1% | -3.2% | -2.0% |
| 30D | -3.2% | -3.3% | +0.2% | -9.1% |
| 3M | +13.6% | -2.4% | +16.1% | +9.3% |
| 6M | +0.5% | +2.6% | -2.0% | +9.9% |
| YTD | -25.6% | +11.2% | -36.8% | +0.6% |
| 1Y | -28.8% | +13.4% | -42.2% | +1.4% |
| 3Y | -69.1% | +79.9% | -149.0% | +49.9% |
| 5Y | -51.8% | +72.2% | -123.9% | +179.4% |
| 10Y | -95.2% | +307.3% | -402.5% | +256.0% |
| All | -99.8% | +650.0% | -749.8% | +164.0% |
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