+57.3%
ALB vs TW
+209.8%
-152.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | -7.6% | -2.7% | -4.9% | -6.9% |
| 30D | -5.6% | -1.7% | -3.9% | -5.2% |
| 3M | -16.8% | +1.6% | -18.4% | -17.8% |
| 6M | -26.3% | -17.7% | -8.6% | -22.7% |
| YTD | -13.2% | -4.3% | -8.9% | -13.7% |
| 1Y | +68.8% | -13.1% | +81.9% | +73.0% |
| 3Y | -30.7% | +20.3% | -51.0% | -38.4% |
| 5Y | -46.3% | +22.0% | -68.2% | -53.4% |
| All | +57.3% | +209.8% | -152.5% | +13.2% |
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