+62.7%
ALB vs TW
+221.1%
-158.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.7% |
| 7D | -8.1% | -2.3% | -5.7% | -7.5% |
| 30D | +6.3% | +3.9% | +2.3% | +5.0% |
| 3M | -23.6% | +5.7% | -29.3% | -25.3% |
| 6M | -24.6% | -14.5% | -10.1% | -21.7% |
| YTD | -10.3% | -0.9% | -9.4% | -11.6% |
| 1Y | +61.5% | -13.5% | +75.0% | +66.0% |
| 3Y | -34.0% | +25.0% | -59.0% | -41.9% |
| 5Y | -44.6% | +22.7% | -67.3% | -51.9% |
| All | +62.7% | +221.1% | -158.4% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling