+57.9%
ABT vs TW
+221.1%
-163.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.7% | -2.3% | -1.4% | -3.1% |
| 30D | +2.5% | +3.9% | -1.4% | +1.3% |
| 3M | +20.2% | +5.7% | +14.5% | +17.8% |
| 6M | -2.9% | -14.5% | +11.6% | +0.7% |
| YTD | -11.9% | -0.9% | -11.1% | -12.7% |
| 1Y | -16.5% | -13.5% | -3.0% | -14.1% |
| 3Y | +12.1% | +25.0% | -12.9% | +1.0% |
| 5Y | -7.4% | +22.7% | -30.1% | -17.8% |
| All | +57.9% | +221.1% | -163.2% | +9.0% |
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