-17.4%
Z vs TW
+287.8%
-305.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | -5.2% | +3.4% | -8.6% | -6.8% |
| 30D | +5.7% | +15.5% | -9.7% | -1.6% |
| 3M | -8.7% | +25.1% | -33.9% | -18.6% |
| 6M | -26.0% | +18.2% | -44.2% | -32.7% |
| YTD | -55.0% | +19.7% | -74.8% | -59.9% |
| 1Y | -58.0% | +18.1% | -76.1% | -62.2% |
| 3Y | -15.2% | +40.5% | -55.7% | -35.0% |
| 5Y | -53.8% | +37.1% | -90.9% | -65.3% |
| All | -17.4% | +287.8% | -305.2% | -61.5% |
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 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