+460.4%
GOOGL vs TW
+221.1%
+239.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.3% | -2.3% | 0.0% | -1.6% |
| 30D | -6.6% | +3.9% | -10.5% | -7.7% |
| 3M | -8.9% | +5.7% | -14.7% | -10.9% |
| 6M | +11.9% | -14.5% | +26.4% | +16.3% |
| YTD | +8.3% | -0.9% | +9.2% | +7.0% |
| 1Y | +46.2% | -13.5% | +59.7% | +50.5% |
| 3Y | +151.9% | +25.0% | +126.9% | +120.9% |
| 5Y | +137.7% | +22.7% | +115.0% | +104.2% |
| All | +460.4% | +221.1% | +239.3% | +265.8% |
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 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