+22.2%
INFY vs TW
+206.7%
-184.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -5.4% | -4.5% | -0.9% | -4.3% |
| 30D | -9.9% | -2.3% | -7.6% | -9.4% |
| 3M | -4.6% | +2.6% | -7.2% | -5.3% |
| 6M | -18.5% | -17.5% | -0.9% | -14.9% |
| YTD | -36.5% | -5.3% | -31.2% | -36.1% |
| 1Y | -32.8% | -14.8% | -18.0% | -30.6% |
| 3Y | -32.2% | +18.8% | -51.0% | -37.2% |
| 5Y | -44.7% | +20.7% | -65.4% | -49.8% |
| All | +22.2% | +206.7% | -184.6% | -12.9% |
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