+50.8%
TECH vs TW
+221.1%
-170.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.8% |
| 30D | +0.7% | +3.9% | -3.2% | -0.5% |
| 3M | +36.3% | +5.7% | +30.6% | +32.9% |
| 6M | +25.6% | -14.5% | +40.1% | +30.6% |
| YTD | +23.7% | -0.9% | +24.6% | +21.8% |
| 1Y | +37.6% | -13.5% | +51.1% | +41.8% |
| 3Y | -6.6% | +25.0% | -31.6% | -18.6% |
| 5Y | -42.2% | +22.7% | -64.9% | -50.6% |
| All | +50.8% | +221.1% | -170.3% | -2.9% |
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