-74.5%
U vs TW
+41.5%
-115.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | +2.8% | +3.2% | -0.4% | +0.7% |
| 30D | +7.6% | +19.7% | -12.1% | -4.8% |
| 3M | +12.7% | +26.8% | -14.2% | -4.5% |
| 6M | +87.0% | +20.9% | +66.1% | +60.7% |
| YTD | +13.6% | +22.9% | -9.3% | -4.7% |
| 1Y | +25.3% | +20.4% | +4.9% | +6.4% |
| 3Y | +85.8% | +42.9% | +42.9% | +17.2% |
| 5Y | -74.5% | +40.2% | -114.7% | -84.1% |
| All | -74.5% | +41.5% | -115.9% | -84.1% |
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