+64.5%
TWN vs SPY
+14.6%
+49.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -4.6% |
| 7D | -11.4% | -0.7% | -10.7% | -10.4% |
| 30D | -22.1% | -1.0% | -21.0% | -20.7% |
| 3M | -7.3% | -0.3% | -6.9% | -6.5% |
| 6M | -11.6% | +7.3% | -18.9% | -17.6% |
| YTD | +55.0% | +13.3% | +41.7% | +37.8% |
| 1Y | +64.5% | +14.8% | +49.7% | +45.2% |
| All | +64.5% | +14.6% | +49.8% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling