+365.7%
ALAB vs TW
+0.7%
+364.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -7.4% |
| 7D | +3.2% | -3.5% | +6.7% | +2.5% |
| 30D | -13.6% | +0.5% | -14.1% | -13.4% |
| 3M | -16.6% | +4.9% | -21.5% | -16.4% |
| 6M | +142.3% | -17.1% | +159.4% | +147.1% |
| YTD | +73.6% | -3.9% | +77.5% | +75.0% |
| 1Y | +33.7% | -13.3% | +46.9% | +36.9% |
| All | +365.7% | +0.7% | +364.9% | +358.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling