+1,102.5%
TWN vs SPY
+313.2%
+789.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +16.2% | +0.1% | +16.2% | +16.2% |
| 3M | +5.4% | +2.0% | +3.4% | +4.3% |
| 6M | +63.0% | +13.0% | +50.0% | +50.4% |
| YTD | +93.8% | +13.5% | +80.3% | +78.3% |
| 1Y | +128.7% | +20.0% | +108.7% | +102.5% |
| 3Y | +346.3% | +77.2% | +269.1% | +202.6% |
| 5Y | +307.4% | +81.9% | +225.6% | +168.9% |
| All | +1,102.5% | +313.2% | +789.4% | +341.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling