+249.6%
ALAB vs TW
+25.4%
+224.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.4% | +13.3% | +13.8% |
| 7D | -5.6% | +3.4% | -9.0% | -4.8% |
| 30D | -36.6% | +15.5% | -52.1% | -34.6% |
| 3M | -35.1% | +25.1% | -60.2% | -31.9% |
| 6M | +8.5% | +18.2% | -9.6% | +14.2% |
| YTD | +30.4% | +19.7% | +10.6% | +37.6% |
| 1Y | +31.0% | +18.1% | +12.9% | +38.5% |
| All | +249.6% | +25.4% | +224.2% | +260.9% |
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 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