+188.9%
AMAT vs TW
-15.9%
+204.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.8% |
| 7D | -1.5% | -2.3% | +0.8% | -2.9% |
| 30D | -14.8% | +3.9% | -18.7% | -12.8% |
| 3M | -9.3% | +5.7% | -15.0% | -5.1% |
| 6M | +27.4% | -14.5% | +41.9% | +30.6% |
| YTD | +77.6% | -0.9% | +78.4% | +83.3% |
| 1Y | +188.9% | -13.5% | +202.4% | +172.4% |
| All | +188.9% | -15.9% | +204.8% | +172.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling