+32.6%
XYZ vs TW
+18.0%
+14.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +14.9% | +3.4% | +11.5% | +14.9% |
| 30D | +14.7% | +15.5% | -0.8% | +14.7% |
| 3M | +12.1% | +25.1% | -13.0% | +12.3% |
| 6M | +18.3% | +18.2% | +0.1% | +19.3% |
| YTD | +36.1% | +19.7% | +16.3% | +39.6% |
| All | +32.6% | +18.0% | +14.6% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling