+116.9%
ALLE vs TW
+286.2%
-169.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -0.6% | +4.2% | -4.8% | -1.6% |
| 30D | +25.3% | +18.9% | +6.4% | +20.2% |
| 3M | +10.3% | +23.8% | -13.5% | +4.5% |
| 6M | +38.0% | +17.0% | +21.0% | +32.0% |
| YTD | +17.8% | +19.2% | -1.5% | +11.3% |
| 1Y | +13.6% | +20.1% | -6.5% | +7.1% |
| 3Y | +89.2% | +40.5% | +48.7% | +66.5% |
| 5Y | +51.1% | +38.0% | +13.0% | +30.0% |
| All | +116.9% | +286.2% | -169.3% | +47.7% |
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