+72.3%
MSFT vs TW
+20.0%
+52.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -2.7% | -0.6% | -2.1% | -2.5% |
| 3M | +22.1% | +3.4% | +18.7% | +19.7% |
| 6M | +20.6% | -18.4% | +39.0% | +27.1% |
| YTD | +2.3% | -3.9% | +6.2% | +1.9% |
| 1Y | -0.5% | -13.3% | +12.8% | +2.5% |
| 3Y | +50.5% | +20.8% | +29.7% | +28.9% |
| 5Y | +72.3% | +20.3% | +52.1% | +46.9% |
| All | +72.3% | +20.0% | +52.3% | +46.9% |
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