-36.0%
ALK vs TW
-13.1%
-23.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.5% |
| 7D | +0.1% | -3.5% | +3.6% | -0.4% |
| 30D | -18.5% | +0.5% | -19.0% | -18.3% |
| 3M | -3.6% | +4.9% | -8.5% | -3.0% |
| 6M | -3.7% | -17.1% | +13.4% | -2.3% |
| YTD | -19.0% | -3.9% | -15.2% | -19.6% |
| 1Y | -36.0% | -13.3% | -22.8% | -35.0% |
| All | -36.0% | -13.1% | -23.0% | -35.0% |
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