+119.4%
INTC vs TW
+211.2%
-91.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +18.0% | -0.5% | +18.5% | +18.0% |
| 30D | +8.9% | -0.6% | +9.5% | +9.0% |
| 3M | -1.6% | +3.4% | -5.0% | -3.6% |
| 6M | +133.1% | -18.4% | +151.5% | +143.0% |
| YTD | +187.9% | -3.9% | +191.8% | +184.3% |
| 1Y | +334.7% | -13.3% | +348.0% | +341.3% |
| 3Y | +184.2% | +20.8% | +163.3% | +153.0% |
| 5Y | +116.0% | +20.3% | +95.7% | +86.4% |
| All | +119.4% | +211.2% | -91.9% | +60.0% |
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