-28.1%
W vs TW
+298.0%
-326.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.1% |
| 7D | -1.7% | +3.2% | -4.9% | -3.8% |
| 30D | +3.2% | +19.7% | -16.5% | -8.8% |
| 3M | +8.3% | +26.8% | -18.5% | -8.5% |
| 6M | +84.3% | +20.9% | +63.4% | +55.7% |
| YTD | +11.0% | +22.9% | -11.9% | -9.7% |
| 1Y | -0.2% | +20.4% | -20.6% | -17.6% |
| 3Y | +157.9% | +42.9% | +115.1% | +61.5% |
| 5Y | -56.8% | +40.2% | -97.0% | -72.9% |
| All | -28.1% | +298.0% | -326.1% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling