+23.5%
NVDA vs TW
-14.2%
+37.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -5.1% | -4.5% | -0.7% | -5.6% |
| 30D | -2.5% | -2.3% | -0.2% | -2.7% |
| 3M | +6.7% | +2.6% | +4.1% | +6.6% |
| 6M | +17.6% | -17.5% | +35.2% | +16.0% |
| YTD | +17.3% | -5.3% | +22.6% | +16.8% |
| 1Y | +23.5% | -14.8% | +38.3% | +23.5% |
| All | +23.5% | -14.2% | +37.7% | +23.5% |
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