-36.4%
W vs TW
+206.7%
-243.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.8% |
| 7D | -0.9% | -4.5% | +3.6% | +2.2% |
| 30D | -4.2% | -2.3% | -2.0% | -3.1% |
| 3M | +26.9% | +2.6% | +24.3% | +21.1% |
| 6M | +31.2% | -17.5% | +48.8% | +44.9% |
| YTD | -1.8% | -5.3% | +3.5% | -4.3% |
| 1Y | +9.3% | -14.8% | +24.1% | +15.3% |
| 3Y | +33.2% | +18.8% | +14.4% | -7.7% |
| 5Y | -62.4% | +20.7% | -83.1% | -74.1% |
| All | -36.4% | +206.7% | -243.1% | -75.6% |
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