+83.1%
ALLE vs TW
+221.1%
-138.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -6.8% | +3.9% | -10.7% | -7.7% |
| 3M | +21.0% | +5.7% | +15.3% | +18.8% |
| 6M | +1.1% | -14.5% | +15.6% | +4.4% |
| YTD | -0.5% | -0.9% | +0.3% | -1.5% |
| 1Y | -7.3% | -13.5% | +6.3% | -4.9% |
| 3Y | +42.3% | +25.0% | +17.3% | +28.3% |
| 5Y | +13.5% | +22.7% | -9.2% | +0.3% |
| All | +83.1% | +221.1% | -138.0% | +30.6% |
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