+34.6%
SNY vs TW
+206.7%
-172.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.3% | -4.5% | +1.2% | -2.6% |
| 30D | -2.2% | -2.3% | +0.1% | -1.8% |
| 3M | -3.0% | +2.6% | -5.6% | -3.7% |
| 6M | +2.7% | -17.5% | +20.3% | +5.7% |
| YTD | -6.8% | -5.3% | -1.5% | -6.6% |
| 1Y | -5.3% | -14.8% | +9.5% | -3.3% |
| 3Y | -9.8% | +18.8% | -28.6% | -14.1% |
| 5Y | +9.7% | +20.7% | -11.1% | +2.6% |
| All | +34.6% | +206.7% | -172.1% | +7.3% |
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