+52.5%
HON vs TW
+211.4%
-159.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | 0.0% |
| 7D | -0.8% | -3.5% | +2.6% | 0.0% |
| 30D | -15.2% | +0.5% | -15.7% | -15.3% |
| 3M | -6.0% | +4.9% | -10.9% | -7.6% |
| 6M | -14.9% | -17.1% | +2.2% | -11.5% |
| YTD | +3.2% | -3.9% | +7.0% | +2.8% |
| 1Y | 0.0% | -13.3% | +13.3% | +2.3% |
| 3Y | +21.5% | +20.9% | +0.6% | +11.4% |
| 5Y | +4.0% | +20.5% | -16.5% | -6.4% |
| All | +52.5% | +211.4% | -159.0% | +5.8% |
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