-17.4%
ALB vs TW
+21.1%
-38.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.3% |
| 7D | -5.8% | +3.9% | -9.7% | -5.3% |
| 30D | -4.5% | +19.9% | -24.5% | -2.3% |
| 3M | -28.1% | +25.9% | -54.0% | -25.8% |
| 6M | -53.2% | +21.1% | -74.3% | -52.5% |
| YTD | -33.3% | +23.9% | -57.2% | -27.9% |
| 1Y | -17.4% | +21.2% | -38.7% | -9.0% |
| All | -17.4% | +21.1% | -38.5% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling