-25.7%
ALK vs TW
+221.1%
-246.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -0.7% | -2.3% | +1.7% | -0.1% |
| 30D | -19.2% | +3.9% | -23.2% | -20.0% |
| 3M | -1.5% | +5.7% | -7.2% | -3.6% |
| 6M | -13.1% | -14.5% | +1.5% | -10.2% |
| YTD | -16.4% | -0.9% | -15.6% | -17.8% |
| 1Y | -33.1% | -13.5% | -19.6% | -31.4% |
| 3Y | +0.6% | +25.0% | -24.4% | -10.1% |
| 5Y | -26.4% | +22.7% | -49.1% | -35.4% |
| All | -25.7% | +221.1% | -246.8% | -51.0% |
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 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