+144.2%
CSCO vs TW
+221.1%
-76.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.7% | -2.3% | +1.7% | -0.2% |
| 30D | -10.1% | +3.9% | -14.1% | -11.0% |
| 3M | -15.7% | +5.7% | -21.4% | -17.4% |
| 6M | +36.3% | -14.5% | +50.8% | +40.5% |
| YTD | +43.8% | -0.9% | +44.7% | +42.3% |
| 1Y | +63.9% | -13.5% | +77.4% | +67.8% |
| 3Y | +104.4% | +25.0% | +79.4% | +85.5% |
| 5Y | +111.4% | +22.7% | +88.7% | +89.1% |
| All | +144.2% | +221.1% | -76.9% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling