+319.1%
DELL vs TW
-15.9%
+335.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.7% |
| 7D | +14.9% | -2.3% | +17.2% | +14.3% |
| 30D | +13.3% | +3.9% | +9.4% | +14.5% |
| 3M | +24.4% | +5.7% | +18.7% | +25.5% |
| 6M | +258.0% | -14.5% | +272.5% | +260.1% |
| YTD | +320.2% | -0.9% | +321.1% | +332.4% |
| 1Y | +319.1% | -13.5% | +332.6% | +310.9% |
| All | +319.1% | -15.9% | +335.0% | +310.9% |
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