+441.8%
GLW vs TW
+221.1%
+220.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | +3.8% | -2.3% | +6.1% | +4.2% |
| 30D | -1.3% | +3.9% | -5.3% | -2.1% |
| 3M | -21.8% | +5.7% | -27.5% | -23.5% |
| 6M | +6.9% | -14.5% | +21.4% | +9.9% |
| YTD | +77.2% | -0.9% | +78.0% | +74.6% |
| 1Y | +123.2% | -13.5% | +136.7% | +127.7% |
| 3Y | +400.0% | +25.0% | +375.0% | +351.5% |
| 5Y | +342.8% | +22.7% | +320.1% | +291.1% |
| All | +441.8% | +221.1% | +220.7% | +251.3% |
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 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