+138.3%
GOOGL vs TW
+19.6%
+118.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -2.8% | -2.7% | -0.1% | -2.1% |
| 30D | -3.2% | -1.7% | -1.5% | -2.8% |
| 3M | -6.6% | +1.6% | -8.2% | -7.4% |
| 6M | +8.5% | -17.7% | +26.1% | +13.7% |
| YTD | +6.5% | -4.3% | +10.8% | +6.2% |
| 1Y | +39.4% | -13.1% | +52.5% | +43.1% |
| 3Y | +146.2% | +20.3% | +125.9% | +112.4% |
| 5Y | +138.3% | +22.0% | +116.4% | +98.7% |
| All | +138.3% | +19.6% | +118.7% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling