+1,821.7%
DELL vs TW
+211.4%
+1,610.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.6% |
| 7D | +25.6% | -3.5% | +29.1% | +26.6% |
| 30D | +17.7% | +0.5% | +17.2% | +17.3% |
| 3M | +33.4% | +4.9% | +28.5% | +29.9% |
| 6M | +266.2% | -17.1% | +283.3% | +281.4% |
| YTD | +328.0% | -3.9% | +331.9% | +323.7% |
| 1Y | +339.6% | -13.3% | +352.8% | +348.4% |
| 3Y | +694.6% | +20.9% | +673.7% | +612.7% |
| 5Y | +1,122.0% | +20.5% | +1,101.5% | +963.8% |
| All | +1,821.7% | +211.4% | +1,610.3% | +1,113.4% |
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