+62.6%
XYZ vs TW
+44.1%
+18.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | -1.1% | +3.9% | -5.0% | -1.6% |
| 30D | +11.5% | +19.9% | -8.4% | +8.8% |
| 3M | +1.8% | +25.9% | -24.2% | -1.4% |
| 6M | +21.2% | +21.1% | +0.1% | +18.2% |
| YTD | +29.9% | +23.9% | +6.0% | +25.9% |
| 1Y | +35.8% | +21.2% | +14.5% | +32.1% |
| 3Y | +62.6% | +44.8% | +17.8% | +51.0% |
| All | +62.6% | +44.1% | +18.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling