+339.7%
AVGO vs TW
+20.8%
+318.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -13.7% | -0.6% | -13.1% | -13.7% |
| 3M | -6.9% | +3.4% | -10.3% | -8.1% |
| 6M | +5.8% | -18.4% | +24.2% | +11.0% |
| YTD | +5.7% | -3.9% | +9.6% | +5.3% |
| 1Y | +9.0% | -13.3% | +22.4% | +12.0% |
| All | +339.7% | +20.8% | +318.9% | +315.4% |
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