-0.5%
ADBE vs TW
+221.1%
-221.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.1% |
| 7D | -8.6% | -2.3% | -6.3% | -7.7% |
| 30D | +2.8% | +3.9% | -1.2% | +1.1% |
| 3M | +3.1% | +5.7% | -2.6% | +0.4% |
| 6M | -2.4% | -14.5% | +12.1% | +3.6% |
| YTD | -23.9% | -0.9% | -23.0% | -24.4% |
| 1Y | -22.6% | -13.5% | -9.1% | -18.8% |
| 3Y | -52.7% | +25.0% | -77.7% | -60.0% |
| 5Y | -60.0% | +22.7% | -82.7% | -66.5% |
| All | -0.5% | +221.1% | -221.6% | -37.9% |
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