+2.0%
SNY vs TW
+20.8%
-18.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.6% |
| 7D | +12.4% | +6.0% | +6.4% | +11.8% |
| 30D | +20.1% | +18.6% | +1.6% | +18.8% |
| 3M | +11.2% | +26.5% | -15.3% | +9.5% |
| 6M | +9.5% | +13.1% | -3.6% | +8.7% |
| YTD | +3.4% | +18.5% | -15.1% | +2.8% |
| 1Y | +2.0% | +21.7% | -19.7% | +0.2% |
| All | +2.0% | +20.8% | -18.7% | +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 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