-7.1%
ADBE vs TW
+209.8%
-216.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -12.9% | -2.7% | -10.2% | -11.9% |
| 30D | -5.6% | -1.7% | -3.9% | -5.0% |
| 3M | +6.6% | +1.6% | +5.0% | +5.7% |
| 6M | -9.6% | -17.7% | +8.1% | -2.4% |
| YTD | -28.9% | -4.3% | -24.6% | -28.3% |
| 1Y | -28.9% | -13.1% | -15.8% | -25.5% |
| 3Y | -55.6% | +20.3% | -75.9% | -61.8% |
| 5Y | -62.2% | +22.0% | -84.2% | -68.3% |
| All | -7.1% | +209.8% | -216.9% | -41.2% |
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