+56.5%
SBUX vs TW
+206.7%
-150.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -5.5% | -4.5% | -1.0% | -4.2% |
| 30D | -8.5% | -2.3% | -6.2% | -7.9% |
| 3M | -2.9% | +2.6% | -5.5% | -4.4% |
| 6M | -1.5% | -17.5% | +16.0% | +3.8% |
| YTD | +19.4% | -5.3% | +24.7% | +20.0% |
| 1Y | +22.9% | -14.8% | +37.7% | +27.7% |
| 3Y | +11.3% | +18.8% | -7.5% | -0.2% |
| 5Y | -6.9% | +20.7% | -27.6% | -19.1% |
| All | +56.5% | +206.7% | -150.2% | +0.2% |
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