+460.5%
GOOGL vs TW
+206.7%
+253.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | 0.0% | -4.5% | +4.5% | +1.3% |
| 30D | -1.4% | -2.3% | +0.9% | -0.8% |
| 3M | -5.3% | +2.6% | -7.9% | -6.5% |
| 6M | +9.8% | -17.5% | +27.3% | +15.3% |
| YTD | +8.4% | -5.3% | +13.7% | +8.4% |
| 1Y | +41.2% | -14.8% | +56.0% | +45.8% |
| 3Y | +149.6% | +18.8% | +130.7% | +122.2% |
| 5Y | +142.6% | +20.7% | +121.8% | +109.1% |
| All | +460.5% | +206.7% | +253.7% | +270.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling