-53.3%
W vs TW
+39.0%
-92.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.3% |
| 7D | +1.1% | +3.1% | -2.0% | -0.7% |
| 30D | +6.4% | +16.7% | -10.3% | -2.9% |
| 3M | +9.0% | +25.2% | -16.2% | -5.0% |
| 6M | +69.8% | +19.5% | +50.4% | +48.4% |
| YTD | +12.1% | +21.0% | -8.9% | -5.3% |
| 1Y | 0.0% | +19.0% | -18.9% | -14.4% |
| 3Y | +160.3% | +40.7% | +119.6% | +51.1% |
| 5Y | -53.3% | +40.1% | -93.4% | -76.4% |
| All | -53.3% | +39.0% | -92.3% | -76.4% |
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