+40.6%
GLW vs TW
+20.8%
+19.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.9% | -5.2% |
| 7D | -9.5% | +6.0% | -15.5% | -6.1% |
| 30D | -25.5% | +18.6% | -44.0% | -17.1% |
| 3M | -25.6% | +26.5% | -52.1% | -13.4% |
| 6M | -25.5% | +13.1% | -38.6% | -11.5% |
| YTD | +36.4% | +18.5% | +17.8% | +61.2% |
| 1Y | +40.6% | +21.7% | +18.9% | +67.1% |
| All | +40.6% | +20.8% | +19.8% | +67.1% |
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