+143.3%
DELL vs TW
+20.8%
+122.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.8% | -8.4% |
| 7D | -24.6% | +6.0% | -30.6% | -22.7% |
| 30D | -32.5% | +18.6% | -51.0% | -28.0% |
| 3M | -20.2% | +26.5% | -46.7% | -12.9% |
| 6M | +76.5% | +13.1% | +63.4% | +90.1% |
| YTD | +198.9% | +18.5% | +180.4% | +232.4% |
| 1Y | +143.3% | +21.7% | +121.6% | +173.3% |
| All | +143.3% | +20.8% | +122.6% | +173.3% |
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