+613.2%
AAPL vs TW
+206.7%
+406.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.0% |
| 7D | +3.8% | -4.5% | +8.3% | +5.2% |
| 30D | +9.9% | -2.3% | +12.2% | +10.6% |
| 3M | +12.5% | +2.6% | +9.9% | +11.0% |
| 6M | +27.6% | -17.5% | +45.2% | +34.0% |
| YTD | +22.6% | -5.3% | +27.9% | +22.6% |
| 1Y | +45.0% | -14.8% | +59.8% | +49.8% |
| 3Y | +87.8% | +18.8% | +68.9% | +67.3% |
| 5Y | +128.7% | +20.7% | +108.0% | +97.2% |
| All | +613.2% | +206.7% | +406.5% | +376.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling