+114.7%
CSCO vs TW
+301.3%
-186.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.4% |
| 7D | +1.9% | +3.9% | -2.0% | +1.1% |
| 30D | -15.8% | +19.9% | -35.8% | -19.2% |
| 3M | -15.4% | +25.9% | -41.3% | -19.7% |
| 6M | -5.4% | +21.1% | -26.5% | -10.0% |
| YTD | +26.5% | +23.9% | +2.6% | +19.0% |
| 1Y | +25.9% | +21.2% | +4.6% | +19.0% |
| 3Y | +97.5% | +44.8% | +52.8% | +74.5% |
| 5Y | +93.0% | +41.4% | +51.6% | +68.5% |
| All | +114.7% | +301.3% | -186.6% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling