+23.8%
ALC vs TW
+179.8%
-156.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | -0.1% | +3.9% | -4.0% | -1.2% |
| 3M | +5.9% | +5.7% | +0.2% | +3.7% |
| 6M | -15.9% | -14.5% | -1.4% | -12.8% |
| YTD | -10.1% | -0.9% | -9.2% | -11.0% |
| 1Y | -10.2% | -13.5% | +3.3% | -7.6% |
| 3Y | -13.6% | +25.0% | -38.5% | -21.9% |
| 5Y | -15.1% | +22.7% | -37.8% | -24.6% |
| All | +23.8% | +179.8% | -156.0% | -11.6% |
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