+147.5%
IBM vs TW
+41.5%
+106.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -0.3% | +3.2% | -3.5% | -0.9% |
| 30D | +6.8% | +19.7% | -12.9% | +3.1% |
| 3M | +4.4% | +26.8% | -22.4% | -0.4% |
| 6M | +13.2% | +20.9% | -7.7% | +8.7% |
| YTD | -15.1% | +22.9% | -38.0% | -18.9% |
| 1Y | -20.2% | +20.4% | -40.5% | -23.5% |
| 3Y | +79.3% | +42.9% | +36.4% | +66.8% |
| 5Y | +147.5% | +40.2% | +107.2% | +119.3% |
| All | +147.5% | +41.5% | +106.0% | +119.3% |
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