+11.6%
W vs TW
-14.0%
+25.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.8% |
| 7D | +0.5% | -2.7% | +3.2% | -0.1% |
| 30D | -5.6% | -1.7% | -3.8% | -5.8% |
| 3M | +41.9% | +1.6% | +40.3% | +43.5% |
| 6M | +30.2% | -17.7% | +47.9% | +32.5% |
| YTD | -2.9% | -4.3% | +1.4% | +0.3% |
| 1Y | +11.6% | -13.1% | +24.7% | +19.5% |
| All | +11.6% | -14.0% | +25.6% | +19.5% |
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