-34.0%
Z vs TW
+26.0%
-60.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | -4.2% | +3.9% | -8.1% | -5.0% |
| 3M | -3.7% | +5.7% | -9.4% | -5.1% |
| 6M | -24.5% | -14.5% | -10.0% | -22.5% |
| YTD | -49.3% | -0.9% | -48.4% | -49.5% |
| 1Y | -58.7% | -13.5% | -45.2% | -57.9% |
| All | -34.0% | +26.0% | -60.0% | -36.0% |
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