-99.8%
TWM vs SPY
+632.6%
-732.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.0% |
| 7D | +3.7% | -2.7% | +6.4% | -1.8% |
| 30D | +2.7% | -5.4% | +8.1% | -8.5% |
| 3M | +19.1% | -4.1% | +23.2% | +9.9% |
| 6M | +9.4% | +0.7% | +8.7% | +14.6% |
| YTD | -20.4% | +8.7% | -29.1% | +1.7% |
| 1Y | -24.6% | +10.9% | -35.5% | +1.8% |
| 3Y | -64.9% | +75.0% | -139.9% | +59.6% |
| 5Y | -48.2% | +67.8% | -116.0% | +182.4% |
| 10Y | -95.4% | +312.9% | -408.3% | +250.0% |
| All | -99.8% | +632.6% | -732.5% | +167.1% |
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