+11.8%
SBUX vs TW
+20.3%
-8.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -6.2% | -2.7% | -3.5% | -5.9% |
| 30D | -6.4% | -1.7% | -4.7% | -6.2% |
| 3M | +1.0% | +1.6% | -0.6% | +0.5% |
| 6M | -0.4% | -17.7% | +17.3% | +2.7% |
| YTD | +20.0% | -4.3% | +24.3% | +20.8% |
| 1Y | +22.8% | -13.1% | +35.9% | +25.4% |
| All | +11.8% | +20.3% | -8.4% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling