+68.7%
ALLY vs TW
+294.9%
-226.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.4% |
| 7D | -2.8% | +2.8% | -5.6% | -3.6% |
| 30D | +1.9% | +18.1% | -16.2% | -3.1% |
| 3M | -12.1% | +25.2% | -37.4% | -18.1% |
| 6M | -9.0% | +19.1% | -28.1% | -14.5% |
| YTD | -12.9% | +21.9% | -34.8% | -19.5% |
| 1Y | -0.1% | +18.9% | -19.0% | -6.9% |
| 3Y | +64.6% | +41.7% | +22.8% | +38.0% |
| 5Y | -10.1% | +40.4% | -50.5% | -27.3% |
| All | +68.7% | +294.9% | -226.1% | -7.9% |
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