-22.4%
Z vs TW
+298.0%
-320.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -4.9% | +3.2% | -8.1% | -6.4% |
| 30D | +3.0% | +19.7% | -16.7% | -5.9% |
| 3M | -13.4% | +26.8% | -40.2% | -23.3% |
| 6M | -27.3% | +20.9% | -48.2% | -34.7% |
| YTD | -57.8% | +22.9% | -80.7% | -62.8% |
| 1Y | -60.0% | +20.4% | -80.4% | -64.4% |
| 3Y | -21.5% | +42.9% | -64.4% | -40.3% |
| 5Y | -55.0% | +40.2% | -95.2% | -66.5% |
| All | -22.4% | +298.0% | -320.5% | -64.4% |
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