+69.1%
CSCO vs TW
-14.2%
+83.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.3% |
| 7D | +2.7% | -4.5% | +7.2% | +2.2% |
| 30D | -9.5% | -2.3% | -7.2% | -9.7% |
| 3M | -7.6% | +2.6% | -10.2% | -7.2% |
| 6M | +44.9% | -17.5% | +62.4% | +46.3% |
| YTD | +47.7% | -5.3% | +53.0% | +48.6% |
| 1Y | +69.1% | -14.8% | +83.9% | +68.8% |
| All | +69.1% | -14.2% | +83.3% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling