+24.5%
ALAB vs TW
+20.8%
+3.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -3.8% |
| 7D | -24.9% | +6.0% | -30.9% | -21.7% |
| 30D | -38.4% | +18.6% | -56.9% | -31.3% |
| 3M | -38.3% | +26.5% | -64.8% | -28.2% |
| 6M | +10.9% | +13.1% | -2.2% | +27.6% |
| YTD | +34.2% | +18.5% | +15.7% | +58.1% |
| 1Y | +24.5% | +21.7% | +2.8% | +48.0% |
| All | +24.5% | +20.8% | +3.8% | +48.0% |
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