+160.9%
ORCL vs TW
+301.3%
-140.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +8.0% | +3.9% | +4.0% | +7.1% |
| 30D | -4.0% | +19.9% | -23.9% | -7.8% |
| 3M | -19.5% | +25.9% | -45.4% | -23.7% |
| 6M | -33.5% | +21.1% | -54.6% | -36.8% |
| YTD | -34.8% | +23.9% | -58.7% | -38.7% |
| 1Y | -41.6% | +21.2% | -62.9% | -44.8% |
| 3Y | +13.8% | +44.8% | -31.0% | +1.0% |
| 5Y | +43.4% | +41.4% | +2.0% | +25.3% |
| All | +160.9% | +301.3% | -140.5% | +87.2% |
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 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