+59.5%
SLB vs TW
+221.1%
-161.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +0.8% | -2.3% | +3.2% | +1.4% |
| 30D | +15.8% | +3.9% | +11.9% | +14.6% |
| 3M | -0.3% | +5.7% | -6.1% | -2.5% |
| 6M | +21.3% | -14.5% | +35.9% | +25.7% |
| YTD | +52.3% | -0.9% | +53.2% | +50.4% |
| 1Y | +63.6% | -13.5% | +77.1% | +68.1% |
| 3Y | +3.8% | +25.0% | -21.2% | -8.2% |
| 5Y | +128.6% | +22.7% | +106.0% | +97.7% |
| All | +59.5% | +221.1% | -161.6% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling