+7.5%
XYZ vs TW
+211.4%
-203.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -1.5% |
| 7D | +2.9% | -3.5% | +6.3% | +4.8% |
| 30D | +1.4% | +0.5% | +0.9% | +0.9% |
| 3M | +14.6% | +4.9% | +9.6% | +9.6% |
| 6M | +20.8% | -17.1% | +37.9% | +31.5% |
| YTD | +23.1% | -3.9% | +26.9% | +21.2% |
| 1Y | +5.6% | -13.3% | +18.9% | +10.4% |
| 3Y | +50.9% | +20.9% | +30.0% | +16.4% |
| 5Y | -68.6% | +20.5% | -89.1% | -76.1% |
| All | +7.5% | +211.4% | -203.9% | -49.1% |
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 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