-31.1%
ALK vs TW
+286.2%
-317.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.0% | +4.2% | +4.8% | +8.0% |
| 30D | -1.6% | +18.9% | -20.6% | -5.8% |
| 3M | -23.2% | +23.8% | -47.0% | -27.2% |
| 6M | -3.9% | +17.0% | -20.9% | -8.4% |
| YTD | -22.6% | +19.2% | -41.8% | -27.3% |
| 1Y | -5.3% | +20.1% | -25.4% | -11.3% |
| 3Y | +18.6% | +40.5% | -21.9% | +3.5% |
| 5Y | -34.4% | +38.0% | -72.4% | -43.8% |
| All | -31.1% | +286.2% | -317.3% | -56.7% |
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