+13.5%
XYZ vs TW
+301.3%
-287.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | -1.1% | +3.9% | -5.0% | -3.2% |
| 30D | +11.5% | +19.9% | -8.4% | +0.5% |
| 3M | +1.8% | +25.9% | -24.2% | -11.1% |
| 6M | +21.2% | +21.1% | +0.1% | +6.4% |
| YTD | +29.9% | +23.9% | +6.0% | +10.6% |
| 1Y | +35.8% | +21.2% | +14.5% | +17.0% |
| 3Y | +62.6% | +44.8% | +17.8% | +14.6% |
| 5Y | -62.8% | +41.4% | -104.2% | -74.1% |
| All | +13.5% | +301.3% | -287.8% | -53.6% |
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