+81.9%
ALLE vs TW
+211.4%
-129.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.1% |
| 7D | +2.8% | -3.5% | +6.3% | +3.6% |
| 30D | -7.6% | +0.5% | -8.1% | -7.8% |
| 3M | +22.8% | +4.9% | +17.8% | +20.7% |
| 6M | +4.6% | -17.1% | +21.7% | +8.9% |
| YTD | -1.2% | -3.9% | +2.6% | -1.5% |
| 1Y | -9.1% | -13.3% | +4.1% | -7.0% |
| 3Y | +50.0% | +20.9% | +29.1% | +36.4% |
| 5Y | +15.2% | +20.5% | -5.3% | +2.3% |
| All | +81.9% | +211.4% | -129.5% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling