+47.6%
MSFT vs TW
+41.9%
+5.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | +2.3% | +3.1% | -0.8% | +2.0% |
| 30D | -0.4% | +16.7% | -17.1% | -2.1% |
| 3M | +5.6% | +25.2% | -19.6% | +2.8% |
| 6M | +29.0% | +19.5% | +9.5% | +25.5% |
| YTD | +10.9% | +21.0% | -10.1% | +7.9% |
| 1Y | +6.2% | +19.0% | -12.7% | +3.6% |
| 3Y | +47.6% | +40.7% | +6.9% | +34.6% |
| All | +47.6% | +41.9% | +5.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling