-68.3%
U vs TW
+20.0%
-88.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.4% | -0.5% | +4.9% | +4.6% |
| 30D | -1.3% | -0.6% | -0.7% | -1.1% |
| 3M | +49.6% | +3.4% | +46.2% | +43.2% |
| 6M | +100.2% | -18.4% | +118.6% | +126.6% |
| YTD | -3.7% | -3.9% | +0.2% | -4.4% |
| 1Y | -6.5% | -13.3% | +6.8% | +0.2% |
| 3Y | +12.9% | +20.8% | -7.9% | -23.4% |
| 5Y | -68.3% | +20.3% | -88.6% | -77.4% |
| All | -68.3% | +20.0% | -88.3% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling