+150.9%
V vs TW
+221.1%
-70.2%
-36.4%
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% | -1.2% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | +2.0% | +3.9% | -2.0% | +0.6% |
| 3M | +17.4% | +5.7% | +11.7% | +14.6% |
| 6M | +17.5% | -14.5% | +32.0% | +22.9% |
| YTD | +7.6% | -0.9% | +8.5% | +6.8% |
| 1Y | +7.7% | -13.5% | +21.2% | +11.8% |
| 3Y | +54.7% | +25.0% | +29.7% | +38.6% |
| 5Y | +73.0% | +22.7% | +50.4% | +52.2% |
| All | +150.9% | +221.1% | -70.2% | +58.8% |
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