+140.3%
CSCO vs TW
+209.8%
-69.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.5% |
| 30D | -10.8% | -1.7% | -9.0% | -10.5% |
| 3M | -9.2% | +1.6% | -10.8% | -10.1% |
| 6M | +39.5% | -17.7% | +57.2% | +45.1% |
| YTD | +41.5% | -4.3% | +45.9% | +41.1% |
| 1Y | +61.0% | -13.1% | +74.1% | +64.3% |
| 3Y | +105.2% | +20.3% | +84.9% | +87.9% |
| 5Y | +113.4% | +22.0% | +91.5% | +90.8% |
| All | +140.3% | +209.8% | -69.5% | +65.7% |
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