+135.4%
IBM vs TW
+221.1%
-85.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.2% |
| 30D | +0.3% | +3.9% | -3.6% | -0.6% |
| 3M | -21.6% | +5.7% | -27.3% | -22.8% |
| 6M | -4.7% | -14.5% | +9.8% | -1.8% |
| YTD | -19.1% | -0.9% | -18.2% | -19.4% |
| 1Y | -2.5% | -13.5% | +11.0% | -0.1% |
| 3Y | +74.2% | +25.0% | +49.2% | +63.3% |
| 5Y | +113.1% | +22.7% | +90.5% | +97.4% |
| All | +135.4% | +221.1% | -85.7% | +74.3% |
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 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