+27.8%
INTC vs TW
+41.2%
-13.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.6% |
| 7D | +6.0% | +3.9% | +2.1% | +5.6% |
| 30D | -39.2% | +19.9% | -59.1% | -40.7% |
| 3M | -42.9% | +25.9% | -68.9% | -44.9% |
| 6M | -50.4% | +21.1% | -71.5% | -52.1% |
| YTD | +61.7% | +23.9% | +37.8% | +54.0% |
| 1Y | +66.1% | +21.2% | +44.9% | +59.3% |
| 3Y | +58.1% | +44.8% | +13.4% | +35.8% |
| All | +27.8% | +41.2% | -13.4% | -2.4% |
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