+59.1%
ABT vs TW
+301.3%
-242.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.0% |
| 7D | -1.3% | +3.9% | -5.2% | -2.3% |
| 30D | +6.0% | +19.9% | -13.9% | +0.9% |
| 3M | -1.9% | +25.9% | -27.8% | -8.0% |
| 6M | +31.2% | +21.1% | +10.0% | +23.8% |
| YTD | -11.2% | +23.9% | -35.1% | -17.3% |
| 1Y | -14.0% | +21.2% | -35.2% | -19.4% |
| 3Y | +20.7% | +44.8% | -24.1% | +4.9% |
| 5Y | -6.7% | +41.4% | -48.1% | -20.0% |
| All | +59.1% | +301.3% | -242.2% | +3.3% |
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