-6.6%
ALB vs TW
+19.9%
-26.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.2% |
| 7D | +1.1% | +2.8% | -1.8% | +1.4% |
| 30D | -2.6% | +18.1% | -20.6% | -0.5% |
| 3M | -25.6% | +25.2% | -50.8% | -23.3% |
| 6M | -54.0% | +19.1% | -73.1% | -53.4% |
| YTD | -31.6% | +21.9% | -53.5% | -26.0% |
| 1Y | -6.6% | +18.9% | -25.5% | +3.3% |
| All | -6.6% | +19.9% | -26.4% | +3.3% |
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