+57.8%
TWN vs SPY
+12.3%
+45.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +3.0% |
| 7D | -7.1% | +0.1% | -7.2% | -6.7% |
| 30D | -22.2% | -3.3% | -18.9% | -17.5% |
| 3M | -12.6% | -2.4% | -10.1% | -8.4% |
| 6M | -16.9% | +2.6% | -19.5% | -17.9% |
| YTD | +50.4% | +11.2% | +39.2% | +38.2% |
| All | +57.8% | +12.3% | +45.4% | +44.7% |
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