-20.4%
Z vs TW
+39.9%
-60.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -4.6% | +4.2% | -8.8% | -5.4% |
| 30D | +8.3% | +18.9% | -10.6% | +4.4% |
| 3M | -11.6% | +23.8% | -35.4% | -15.5% |
| 6M | -33.6% | +17.0% | -50.7% | -36.1% |
| YTD | -56.7% | +19.2% | -75.9% | -58.5% |
| 1Y | -59.1% | +20.1% | -79.2% | -60.9% |
| 3Y | -20.4% | +40.5% | -60.9% | -18.5% |
| All | -20.4% | +39.9% | -60.3% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling