+20.2%
ALC vs TW
+171.2%
-151.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -7.1% | -0.6% | -6.5% | -7.0% |
| 3M | +0.8% | +3.4% | -2.6% | -0.7% |
| 6M | -16.0% | -18.4% | +2.5% | -11.8% |
| YTD | -12.7% | -3.9% | -8.8% | -12.9% |
| 1Y | -12.8% | -13.3% | +0.5% | -10.4% |
| 3Y | -15.8% | +20.8% | -36.7% | -23.3% |
| 5Y | -16.7% | +20.3% | -36.9% | -25.6% |
| All | +20.2% | +171.2% | -151.0% | -13.5% |
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