-1.0%
ALK vs TW
+20.8%
-21.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.7% | +9.0% |
| 7D | +12.4% | +6.0% | +6.4% | +13.8% |
| 30D | +2.1% | +18.6% | -16.5% | +5.9% |
| 3M | -23.9% | +26.5% | -50.4% | -19.7% |
| 6M | +8.2% | +13.1% | -4.9% | +12.3% |
| YTD | -20.5% | +18.5% | -39.0% | -16.0% |
| 1Y | -1.0% | +21.7% | -22.8% | +3.2% |
| All | -1.0% | +20.8% | -21.8% | +3.2% |
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