+20.9%
ALB vs TW
+301.3%
-280.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -5.8% | +3.9% | -9.7% | -6.8% |
| 30D | -4.5% | +19.9% | -24.5% | -9.3% |
| 3M | -28.1% | +25.9% | -54.0% | -32.8% |
| 6M | -53.2% | +21.1% | -74.3% | -56.0% |
| YTD | -33.3% | +23.9% | -57.2% | -38.4% |
| 1Y | -17.4% | +21.2% | -38.7% | -23.2% |
| 3Y | -14.1% | +44.8% | -58.9% | -27.1% |
| 5Y | -64.0% | +41.4% | -105.4% | -70.0% |
| All | +20.9% | +301.3% | -280.5% | -19.2% |
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