+747.7%
SOXX vs TW
+206.7%
+541.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +1.4% | -4.5% | +5.9% | +2.9% |
| 30D | -3.6% | -2.3% | -1.3% | -3.0% |
| 3M | -10.2% | +2.6% | -12.8% | -12.3% |
| 6M | +54.2% | -17.5% | +71.8% | +62.1% |
| YTD | +75.2% | -5.3% | +80.5% | +73.1% |
| 1Y | +107.5% | -14.8% | +122.3% | +113.2% |
| 3Y | +226.8% | +18.8% | +207.9% | +181.6% |
| 5Y | +251.2% | +20.7% | +230.5% | +192.3% |
| All | +747.7% | +206.7% | +541.0% | +444.8% |
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