-5.0%
IBM vs TW
-13.2%
+8.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +1.5% | -0.6% | +2.1% | +1.6% |
| 3M | -12.9% | +3.4% | -16.3% | -13.7% |
| 6M | -3.9% | -18.4% | +14.5% | +0.4% |
| YTD | -17.3% | -3.9% | -13.4% | -17.0% |
| 1Y | -5.0% | -13.3% | +8.3% | -4.8% |
| All | -5.0% | -13.2% | +8.3% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling