+126.7%
AMAT vs TW
+37.3%
+89.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | +4.2% | -18.9% | -15.4% |
| 30D | -36.1% | +18.9% | -55.0% | -38.4% |
| 3M | -36.9% | +23.8% | -60.6% | -39.8% |
| 6M | -22.2% | +17.0% | -39.2% | -25.7% |
| YTD | +29.9% | +19.2% | +10.7% | +21.8% |
| 1Y | +43.3% | +20.1% | +23.2% | +33.7% |
| 3Y | +142.7% | +40.5% | +102.2% | +95.0% |
| All | +126.7% | +37.3% | +89.4% | +73.4% |
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 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