-53.1%
Z vs TW
+41.2%
-94.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.1% |
| 7D | +0.8% | +3.9% | -3.1% | -0.8% |
| 30D | +5.2% | +19.9% | -14.7% | -2.7% |
| 3M | -17.0% | +25.9% | -43.0% | -24.9% |
| 6M | -22.7% | +21.1% | -43.8% | -29.3% |
| YTD | -56.3% | +23.9% | -80.2% | -60.9% |
| 1Y | -57.7% | +21.2% | -78.9% | -61.6% |
| 3Y | -16.5% | +44.8% | -61.3% | -36.6% |
| All | -53.1% | +41.2% | -94.3% | -66.8% |
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