+384.5%
ALAB vs TW
+0.7%
+383.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +9.6% | -0.5% | +10.1% | +9.5% |
| 30D | -5.3% | -0.6% | -4.7% | -5.3% |
| 3M | -12.0% | +3.4% | -15.5% | -11.9% |
| 6M | +145.7% | -18.4% | +164.2% | +150.9% |
| YTD | +80.7% | -3.9% | +84.6% | +82.0% |
| 1Y | +40.1% | -13.3% | +53.4% | +43.5% |
| All | +384.5% | +0.7% | +383.9% | +377.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling