+636.7%
DELL vs TW
+20.3%
+616.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.3% |
| 7D | -1.9% | -2.7% | +0.8% | -1.8% |
| 30D | +14.9% | -1.7% | +16.6% | +14.9% |
| 3M | +37.2% | +1.6% | +35.6% | +35.8% |
| 6M | +254.0% | -17.7% | +271.7% | +265.1% |
| YTD | +306.1% | -4.3% | +310.5% | +305.1% |
| 1Y | +312.3% | -13.1% | +325.4% | +321.4% |
| All | +636.7% | +20.3% | +616.4% | +614.7% |
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