+919.8%
ANET vs TW
+206.7%
+713.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.9% |
| 7D | +3.0% | -4.5% | +7.5% | +4.6% |
| 30D | -5.2% | -2.3% | -2.9% | -4.6% |
| 3M | +27.6% | +2.6% | +25.0% | +24.8% |
| 6M | +44.4% | -17.5% | +61.9% | +52.5% |
| YTD | +52.3% | -5.3% | +57.6% | +51.6% |
| 1Y | +30.4% | -14.8% | +45.2% | +34.9% |
| 3Y | +313.3% | +18.8% | +294.4% | +265.0% |
| 5Y | +810.0% | +20.7% | +789.3% | +680.1% |
| All | +919.8% | +206.7% | +713.1% | +534.7% |
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