+20.6%
TECH vs TW
+21.1%
-0.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | +0.2% |
| 7D | +0.1% | +3.9% | -3.8% | +0.7% |
| 30D | +0.5% | +19.9% | -19.4% | +3.3% |
| 3M | +1.1% | +25.9% | -24.9% | +4.7% |
| 6M | +62.8% | +21.1% | +41.7% | +71.3% |
| YTD | +24.5% | +23.9% | +0.6% | +32.1% |
| 1Y | +20.6% | +21.2% | -0.6% | +28.7% |
| All | +20.6% | +21.1% | -0.4% | +28.7% |
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