+3.6%
GOOG vs TW
+20.8%
-17.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.2% |
| 7D | -10.7% | +6.0% | -16.7% | -10.8% |
| 30D | -16.4% | +18.6% | -35.0% | -16.6% |
| 3M | -23.4% | +26.5% | -50.0% | -23.6% |
| 6M | -24.2% | +13.1% | -37.4% | -25.1% |
| YTD | -8.3% | +18.5% | -26.8% | -9.2% |
| 1Y | +3.6% | +21.7% | -18.1% | +3.7% |
| All | +3.6% | +20.8% | -17.2% | +3.7% |
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