+586.8%
AAPL vs TW
+221.1%
+365.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +0.1% | -2.3% | +2.4% | +0.8% |
| 30D | +3.0% | +3.9% | -1.0% | +1.7% |
| 3M | +2.9% | +5.7% | -2.8% | +0.6% |
| 6M | +22.1% | -14.5% | +36.6% | +26.9% |
| YTD | +18.0% | -0.9% | +18.9% | +16.5% |
| 1Y | +33.9% | -13.5% | +47.4% | +37.9% |
| 3Y | +71.2% | +25.0% | +46.2% | +50.2% |
| 5Y | +112.6% | +22.7% | +89.9% | +82.8% |
| All | +586.8% | +221.1% | +365.7% | +352.8% |
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 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