-63.2%
ADBE vs TW
+41.2%
-104.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +1.6% | +3.9% | -2.3% | -0.1% |
| 30D | +1.0% | +19.9% | -18.9% | -6.7% |
| 3M | -10.1% | +25.9% | -36.1% | -18.7% |
| 6M | +3.0% | +21.1% | -18.2% | -5.6% |
| YTD | -30.5% | +23.9% | -54.5% | -37.3% |
| 1Y | -27.1% | +21.2% | -48.4% | -33.6% |
| 3Y | -58.8% | +44.8% | -103.6% | -68.7% |
| All | -63.2% | +41.2% | -104.4% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling