-62.1%
W vs TW
+22.4%
-84.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +2.3% |
| 7D | +6.5% | -3.5% | +10.0% | +8.6% |
| 30D | -6.2% | +0.5% | -6.7% | -6.8% |
| 3M | +48.9% | +4.9% | +43.9% | +40.7% |
| 6M | +31.2% | -17.1% | +48.3% | +44.5% |
| YTD | -0.4% | -3.9% | +3.4% | -3.4% |
| 1Y | +14.8% | -13.3% | +28.1% | +20.5% |
| 3Y | +40.5% | +20.9% | +19.6% | -15.5% |
| 5Y | -62.1% | +20.5% | -82.6% | -78.4% |
| All | -62.1% | +22.4% | -84.6% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling