-35.9%
W vs TW
+221.1%
-257.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.0% |
| 7D | -4.2% | -2.3% | -1.8% | -2.6% |
| 30D | -7.6% | +3.9% | -11.5% | -10.3% |
| 3M | +37.2% | +5.7% | +31.5% | +28.0% |
| 6M | +26.3% | -14.5% | +40.8% | +36.3% |
| YTD | -1.0% | -0.9% | -0.1% | -6.3% |
| 1Y | +20.1% | -13.5% | +33.6% | +25.6% |
| 3Y | +37.8% | +25.0% | +12.8% | -7.8% |
| 5Y | -63.7% | +22.7% | -86.3% | -75.2% |
| All | -35.9% | +221.1% | -257.0% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling