+124.6%
ALLE vs TW
+301.3%
-176.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +3.6% | +3.9% | -0.4% | +2.6% |
| 30D | +25.9% | +19.9% | +6.0% | +20.5% |
| 3M | +15.8% | +25.9% | -10.2% | +9.3% |
| 6M | +48.1% | +21.1% | +26.9% | +40.5% |
| YTD | +22.0% | +23.9% | -1.9% | +14.2% |
| 1Y | +18.0% | +21.2% | -3.2% | +11.2% |
| 3Y | +93.1% | +44.8% | +48.3% | +68.8% |
| 5Y | +52.1% | +41.4% | +10.7% | +30.2% |
| All | +124.6% | +301.3% | -176.8% | +51.5% |
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