-60.9%
ADBE vs TW
+19.5%
-80.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | -5.4% | -4.5% | -0.9% | -3.5% |
| 30D | -2.5% | -2.3% | -0.3% | -1.6% |
| 3M | +15.3% | +2.6% | +12.7% | +13.8% |
| 6M | -7.8% | -17.5% | +9.7% | -0.5% |
| YTD | -27.9% | -5.3% | -22.6% | -26.9% |
| 1Y | -28.0% | -14.8% | -13.3% | -23.7% |
| 3Y | -55.3% | +18.8% | -74.2% | -63.7% |
| All | -60.9% | +19.5% | -80.4% | -67.8% |
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 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