+18.6%
ALK vs TW
+39.9%
-21.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.0% | +4.2% | +4.8% | +8.8% |
| 30D | -1.6% | +18.9% | -20.6% | -2.5% |
| 3M | -23.2% | +23.8% | -47.0% | -24.0% |
| 6M | -3.9% | +17.0% | -20.9% | -4.5% |
| YTD | -22.6% | +19.2% | -41.8% | -23.8% |
| 1Y | -5.3% | +20.1% | -25.4% | -7.0% |
| 3Y | +18.6% | +40.5% | -21.9% | +14.6% |
| All | +18.6% | +39.9% | -21.4% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling