+149.3%
ORCL vs TW
+287.8%
-138.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +0.5% | +3.4% | -2.9% | -0.2% |
| 30D | -15.3% | +15.5% | -30.7% | -18.0% |
| 3M | -18.2% | +25.1% | -43.4% | -22.4% |
| 6M | -38.4% | +18.2% | -56.6% | -41.2% |
| YTD | -37.7% | +19.7% | -57.4% | -41.0% |
| 1Y | -49.3% | +18.1% | -67.4% | -51.8% |
| 3Y | +10.6% | +40.5% | -29.9% | -1.2% |
| 5Y | +35.5% | +37.1% | -1.6% | +19.2% |
| All | +149.3% | +287.8% | -138.5% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling