-16.2%
ALC vs TW
+22.4%
-38.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.2% |
| 7D | -3.7% | -3.5% | -0.2% | -2.8% |
| 30D | -3.7% | +0.5% | -4.2% | -3.9% |
| 3M | +4.6% | +4.9% | -0.4% | +2.7% |
| 6M | -14.6% | -17.1% | +2.5% | -10.6% |
| YTD | -11.9% | -3.9% | -8.0% | -12.1% |
| 1Y | -13.1% | -13.3% | +0.1% | -10.7% |
| 3Y | -15.0% | +20.9% | -35.9% | -23.9% |
| 5Y | -16.2% | +20.5% | -36.7% | -26.8% |
| All | -16.2% | +22.4% | -38.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling