+20.1%
W vs TW
-15.9%
+36.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.7% |
| 7D | -4.2% | -2.3% | -1.8% | -4.8% |
| 30D | -7.6% | +3.9% | -11.5% | -6.6% |
| 3M | +37.2% | +5.7% | +31.5% | +40.1% |
| 6M | +26.3% | -14.5% | +40.8% | +28.2% |
| YTD | -1.0% | -0.9% | -0.1% | +3.3% |
| 1Y | +20.1% | -13.5% | +33.6% | +17.9% |
| All | +20.1% | -15.9% | +36.0% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling