-39.0%
U vs TW
+102.7%
-141.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | -3.8% | -2.3% | -1.5% | -2.3% |
| 30D | +17.5% | +3.9% | +13.5% | +14.4% |
| 3M | +38.7% | +5.7% | +33.0% | +31.1% |
| 6M | +104.4% | -14.5% | +118.9% | +123.0% |
| YTD | -5.7% | -0.9% | -4.8% | -8.1% |
| 1Y | +3.7% | -13.5% | +17.2% | +11.1% |
| 3Y | +12.3% | +25.0% | -12.7% | -20.6% |
| 5Y | -68.8% | +22.7% | -91.5% | -78.6% |
| All | -39.0% | +102.7% | -141.7% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling