+824.0%
TWN vs SPY
+312.9%
+511.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -13.1% | -2.7% | -10.4% | -11.2% |
| 30D | -28.3% | -5.4% | -22.9% | -25.1% |
| 3M | -16.7% | -4.1% | -12.6% | -13.8% |
| 6M | -23.2% | +0.7% | -23.9% | -22.8% |
| YTD | +40.7% | +8.7% | +32.0% | +34.3% |
| 1Y | +49.0% | +10.9% | +38.1% | +40.2% |
| 3Y | +235.6% | +75.0% | +160.6% | +131.5% |
| 5Y | +194.8% | +67.8% | +127.0% | +107.3% |
| All | +824.0% | +312.9% | +511.1% | +290.4% |
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