+341.9%
MSFT vs TW
+209.8%
+132.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -3.5% | -2.7% | -0.7% | -2.6% |
| 30D | -2.1% | -1.7% | -0.3% | -1.6% |
| 3M | +24.2% | +1.6% | +22.6% | +22.3% |
| 6M | +21.9% | -17.7% | +39.5% | +28.7% |
| YTD | +2.5% | -4.3% | +6.8% | +2.2% |
| 1Y | -0.8% | -13.1% | +12.3% | +2.1% |
| 3Y | +50.8% | +20.3% | +30.5% | +32.4% |
| 5Y | +73.5% | +22.0% | +51.6% | +47.6% |
| All | +341.9% | +209.8% | +132.0% | +185.8% |
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