+348.4%
MSFT vs TW
+221.1%
+127.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | +2.7% | +3.9% | -1.2% | +1.4% |
| 3M | +17.0% | +5.7% | +11.3% | +13.7% |
| 6M | +23.8% | -14.5% | +38.3% | +29.2% |
| YTD | +4.0% | -0.9% | +4.8% | +2.6% |
| 1Y | -0.8% | -13.5% | +12.7% | +2.5% |
| 3Y | +55.6% | +25.0% | +30.6% | +34.9% |
| 5Y | +72.9% | +22.7% | +50.2% | +47.0% |
| All | +348.4% | +221.1% | +127.3% | +186.7% |
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