+170.1%
AMAT vs TW
+41.7%
+128.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.3% | +6.2% |
| 7D | +7.0% | +2.8% | +4.1% | +7.4% |
| 30D | -20.6% | +18.1% | -38.6% | -18.8% |
| 3M | -24.8% | +25.2% | -50.0% | -22.5% |
| 6M | -10.7% | +19.1% | -29.8% | -7.1% |
| YTD | +54.3% | +21.9% | +32.4% | +58.9% |
| 1Y | +73.7% | +18.9% | +54.8% | +79.7% |
| All | +170.1% | +41.7% | +128.4% | +167.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling