+145.8%
GOOG vs TW
+19.1%
+126.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | 0.0% | -4.5% | +4.5% | +0.5% |
| 30D | -2.0% | -2.3% | +0.3% | -1.7% |
| 3M | -5.9% | +2.6% | -8.5% | -6.2% |
| 6M | +8.9% | -17.5% | +26.4% | +10.9% |
| YTD | +7.1% | -5.3% | +12.4% | +7.0% |
| 1Y | +39.7% | -14.8% | +54.5% | +42.1% |
| 3Y | +145.8% | +18.8% | +127.0% | +135.1% |
| All | +145.8% | +19.1% | +126.8% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling