+1,941.9%
DELL vs TW
+206.7%
+1,735.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +13.0% | +12.2% |
| 7D | +8.2% | -4.5% | +12.7% | +9.4% |
| 30D | +17.1% | -2.3% | +19.3% | +17.6% |
| 3M | +45.2% | +2.6% | +42.6% | +42.2% |
| 6M | +286.8% | -17.5% | +304.3% | +303.1% |
| YTD | +354.8% | -5.3% | +360.1% | +351.9% |
| 1Y | +358.3% | -14.8% | +373.0% | +369.6% |
| 3Y | +724.9% | +18.8% | +706.1% | +643.1% |
| 5Y | +1,193.7% | +20.7% | +1,173.0% | +1,023.4% |
| All | +1,941.9% | +206.7% | +1,735.2% | +1,194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling