+38.2%
GLW vs TW
+19.9%
+18.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.9% |
| 7D | +1.4% | +2.8% | -1.4% | +3.2% |
| 30D | -18.2% | +18.1% | -36.3% | -9.3% |
| 3M | -24.2% | +25.2% | -49.4% | -12.3% |
| 6M | -41.7% | +19.1% | -60.8% | -29.5% |
| YTD | +38.3% | +21.9% | +16.4% | +66.2% |
| 1Y | +38.2% | +18.9% | +19.3% | +65.3% |
| All | +38.2% | +19.9% | +18.3% | +65.3% |
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