+637.9%
ASML vs TW
+285.7%
+352.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.4% | -9.8% | -9.5% |
| 7D | -19.0% | +7.3% | -26.3% | -21.0% |
| 30D | -25.9% | +18.6% | -44.6% | -30.2% |
| 3M | -19.1% | +24.8% | -43.9% | -25.4% |
| 6M | -5.7% | +16.1% | -21.8% | -12.2% |
| YTD | +27.6% | +19.1% | +8.5% | +16.3% |
| 1Y | +30.8% | +22.8% | +8.0% | +17.4% |
| 3Y | +116.2% | +40.4% | +75.8% | +74.4% |
| 5Y | +67.7% | +37.9% | +29.8% | +31.6% |
| All | +637.9% | +285.7% | +352.3% | +323.6% |
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