-68.9%
XYZ vs TW
+23.1%
-92.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -1.0% | -2.3% | +1.4% | +0.2% |
| 30D | -1.7% | +3.9% | -5.6% | -4.0% |
| 3M | +16.7% | +5.7% | +11.0% | +11.2% |
| 6M | +26.9% | -14.5% | +41.4% | +36.5% |
| YTD | +27.1% | -0.9% | +28.0% | +23.1% |
| 1Y | +9.3% | -13.5% | +22.8% | +15.7% |
| 3Y | +42.3% | +25.0% | +17.3% | -3.4% |
| All | -68.9% | +23.1% | -92.0% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling