+40.0%
GLW vs TW
+21.1%
+19.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.8% |
| 7D | +7.7% | +3.9% | +3.8% | +10.3% |
| 30D | -18.8% | +19.9% | -38.8% | -9.1% |
| 3M | -27.7% | +25.9% | -53.7% | -16.1% |
| 6M | -44.4% | +21.1% | -65.6% | -32.1% |
| YTD | +31.3% | +23.9% | +7.4% | +59.7% |
| 1Y | +40.0% | +21.2% | +18.8% | +71.1% |
| All | +40.0% | +21.1% | +19.0% | +71.1% |
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