-54.1%
Z vs TW
+38.7%
-92.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.4% | -11.1% | -10.8% |
| 7D | -2.3% | +7.3% | -9.6% | -5.2% |
| 30D | +9.4% | +18.6% | -9.3% | +1.8% |
| 3M | -16.1% | +24.8% | -40.9% | -23.8% |
| 6M | -30.4% | +16.1% | -46.5% | -35.2% |
| YTD | -55.6% | +19.1% | -74.7% | -59.6% |
| 1Y | -58.5% | +22.8% | -81.3% | -62.7% |
| 3Y | -19.6% | +40.4% | -60.0% | -38.3% |
| 5Y | -54.1% | +37.9% | -92.0% | -66.5% |
| All | -54.1% | +38.7% | -92.8% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling