+2.3%
TECH vs TW
+21.9%
-19.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | 0.0% |
| 7D | +0.2% | -3.5% | +3.7% | +0.3% |
| 30D | +0.1% | +0.5% | -0.4% | +0.1% |
| 3M | +37.5% | +4.9% | +32.6% | +37.1% |
| 6M | +34.6% | -17.1% | +51.7% | +38.1% |
| YTD | +23.5% | -3.9% | +27.3% | +23.8% |
| 1Y | +34.4% | -13.3% | +47.6% | +37.1% |
| 3Y | +2.3% | +20.9% | -18.6% | +0.6% |
| All | +2.3% | +21.9% | -19.6% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling