+15.0%
XYZ vs TW
+294.9%
-279.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.3% |
| 7D | -2.2% | +2.8% | -5.0% | -3.7% |
| 30D | +11.6% | +18.1% | -6.5% | +1.5% |
| 3M | +8.4% | +25.2% | -16.8% | -5.0% |
| 6M | +17.2% | +19.1% | -2.0% | +3.8% |
| YTD | +31.7% | +21.9% | +9.8% | +13.1% |
| 1Y | +30.1% | +18.9% | +11.1% | +13.3% |
| 3Y | +66.4% | +41.7% | +24.7% | +18.9% |
| 5Y | -62.2% | +40.4% | -102.6% | -73.6% |
| All | +15.0% | +294.9% | -279.8% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling