+108.5%
CSCO vs TW
+21.9%
+86.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | -0.5% | -3.5% | +3.0% | -0.3% |
| 30D | -10.1% | +0.5% | -10.6% | -10.2% |
| 3M | -11.7% | +4.9% | -16.7% | -12.3% |
| 6M | +40.1% | -17.1% | +57.2% | +43.6% |
| YTD | +43.8% | -3.9% | +47.6% | +43.9% |
| 1Y | +66.6% | -13.3% | +79.9% | +69.6% |
| 3Y | +108.5% | +20.9% | +87.6% | +111.1% |
| All | +108.5% | +21.9% | +86.6% | +111.1% |
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