+112.5%
INTC vs TW
+206.7%
-94.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +7.5% | -4.5% | +11.9% | +8.5% |
| 30D | +2.0% | -2.3% | +4.2% | +2.4% |
| 3M | -12.0% | +2.6% | -14.6% | -13.6% |
| 6M | +114.5% | -17.5% | +132.1% | +122.8% |
| YTD | +179.0% | -5.3% | +184.3% | +176.4% |
| 1Y | +318.3% | -14.8% | +333.1% | +326.3% |
| 3Y | +171.2% | +18.8% | +152.4% | +142.4% |
| 5Y | +107.6% | +20.7% | +86.9% | +78.7% |
| All | +112.5% | +206.7% | -94.2% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling