-8.7%
Z vs TW
+284.0%
-292.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +8.9% |
| 7D | +10.2% | +6.0% | +4.2% | +7.0% |
| 30D | +23.7% | +18.6% | +5.1% | +13.7% |
| 3M | -6.6% | +26.5% | -33.1% | -17.1% |
| 6M | -23.0% | +13.1% | -36.1% | -28.4% |
| YTD | -50.3% | +18.5% | -68.8% | -55.4% |
| 1Y | -53.6% | +21.7% | -75.3% | -58.9% |
| 3Y | -10.1% | +39.8% | -49.8% | -30.9% |
| 5Y | -49.8% | +38.9% | -88.6% | -62.5% |
| All | -8.7% | +284.0% | -292.7% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling