-19.7%
Z vs TW
+301.3%
-321.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.1% |
| 7D | +0.8% | +3.9% | -3.1% | -1.1% |
| 30D | +5.2% | +19.9% | -14.7% | -4.0% |
| 3M | -17.0% | +25.9% | -43.0% | -26.3% |
| 6M | -22.7% | +21.1% | -43.8% | -30.5% |
| YTD | -56.3% | +23.9% | -80.2% | -61.7% |
| 1Y | -57.7% | +21.2% | -78.9% | -62.4% |
| 3Y | -16.5% | +44.8% | -61.3% | -37.0% |
| 5Y | -53.4% | +41.4% | -94.8% | -65.5% |
| All | -19.7% | +301.3% | -321.1% | -63.3% |
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