+445.7%
GOOG vs TW
+211.2%
+234.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | -7.7% | -0.6% | -7.1% | -7.6% |
| 3M | -9.3% | +3.4% | -12.7% | -10.7% |
| 6M | +7.4% | -18.4% | +25.9% | +13.3% |
| YTD | +4.9% | -3.9% | +8.8% | +4.5% |
| 1Y | +37.2% | -13.3% | +50.5% | +41.0% |
| 3Y | +141.6% | +20.8% | +120.8% | +114.0% |
| 5Y | +128.8% | +20.3% | +108.5% | +97.5% |
| All | +445.7% | +211.2% | +234.4% | +259.9% |
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