+10.9%
QCOM vs TW
-13.1%
+24.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +2.3% |
| 7D | +5.1% | -3.5% | +8.5% | +4.1% |
| 30D | +4.3% | +0.5% | +3.8% | +4.5% |
| 3M | -19.6% | +4.9% | -24.6% | -17.5% |
| 6M | +29.5% | -17.1% | +46.6% | +28.3% |
| YTD | +3.4% | -3.9% | +7.2% | +5.8% |
| 1Y | +10.9% | -13.3% | +24.2% | +13.6% |
| All | +10.9% | -13.1% | +24.0% | +13.6% |
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