+916.6%
TWN vs SPY
+315.0%
+601.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +5.1% |
| 7D | -7.1% | +0.1% | -7.2% | -6.9% |
| 30D | -22.2% | -3.3% | -18.9% | -20.0% |
| 3M | -12.6% | -2.4% | -10.1% | -10.5% |
| 6M | -16.9% | +2.6% | -19.5% | -17.6% |
| YTD | +50.4% | +11.2% | +39.2% | +41.2% |
| 1Y | +60.5% | +13.4% | +47.1% | +48.7% |
| 3Y | +253.6% | +79.9% | +173.7% | +139.0% |
| 5Y | +208.2% | +72.2% | +136.0% | +112.7% |
| 10Y | +916.6% | +307.3% | +609.2% | +291.9% |
| All | +916.6% | +315.0% | +601.6% | +291.9% |
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 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