+1.0%
NVDA vs TW
+20.8%
-19.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.0% |
| 7D | -7.1% | +6.0% | -13.1% | -6.3% |
| 30D | -16.2% | +18.6% | -34.8% | -14.3% |
| 3M | -5.5% | +26.5% | -32.0% | -2.4% |
| 6M | +1.1% | +13.1% | -12.1% | +3.1% |
| YTD | +7.6% | +18.5% | -11.0% | +9.7% |
| 1Y | +1.0% | +21.7% | -20.7% | +5.2% |
| All | +1.0% | +20.8% | -19.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling